Essays about: "LIBOR"
Showing result 1 - 5 of 15 essays containing the word LIBOR.
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1. How to Avoid Bankruptcy?: Monte Carlo Simulation of Three Financial Markets, using the Multifractal Model of Asset Returns
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper has been an effort to apply fractal mathematics to understanding the general behaviour of financial markets. Fractals are special shapes that look similar at various scales. The specific model used is called the Multifractal Model of Asset Returns (MMAR) - the first ever model used for multifractal financial analysis. READ MORE
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2. A Study of Stibor - Sweden’s Most Important Number and the Rates That Could Come to Replace It
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : As a working group named AGAR is currently looking into replacements and complements to Stibor, the subject of reference rates will become increasingly relevant in the coming years. This paper therefore investigates Stibor as well as future options for a Swedish reference rate, consolidating information of and opinions on reference rates in Sweden, primarily through the review of previous literature in the field and expert interviews with representatives of organisations in AGAR. READ MORE
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3. Pricing of a balance sheet option limited by a minimum solvency boundary
University essay from KTH/Matematisk statistikAbstract : Pension companies are required by law to remain above a certain solvency level. The main purpose of this thesis is to determine the cost of remaining above a lower solvency level for different pension companies. This will be modelled by an option with a balance sheet as the underlying asset. READ MORE
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4. Performance of alternative option pricing models during spikes in the FTSE 100 volatility index : Empirical evidence from FTSE100 index options
University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utvecklingAbstract : Derivatives have a large and significant role on the financial markets today and the popularity of options has increased. This has also increased the demand of finding a suitable option pricing model, since the ground-breaking model developed by Black & Scholes (1973) have poor pricing performance. READ MORE
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5. Identication and Matching of Headstamp of Cartridge Using Iris Detection Algorithm
University essay from Blekinge Tekniska Högskola/Institutionen för tillämpad signalbehandlingAbstract : Identication of cartridge is very essential in the field of forensics, military or people who collect ammunitions. The cartridges can beidentied by their headstamps.This thesis presents work on identification and matching of cartridge headstamp from the image. READ MORE