Essays about: "SPOT RATES"

Showing result 1 - 5 of 34 essays containing the words SPOT RATES.

1. 1. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Ludvig Ehrenpreis; Eriksson Oscar; [2023]
   Keywords : term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

   Abstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE

3. 2. Fractional Cointegration and Price Discovery in FX Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Johan Faxner; [2023]
   Keywords : exchange rates; price discovery; fractional cointegration; market microstructure; covered interest rate parity;

   Abstract : I employ bivariate fractionally cointegrated vector autoregressive models to analyze price discovery on the EUR/GBP market. Using daily spot rates between 2010 and 2022 along with corresponding one-month and three-month forward rates, I extract parameter estimates for pairwise long-run relationships, each pair containing a spot and a forward. READ MORE

4. 3. Proton radiotherapy spot order optimization to maximize the FLASH effect

   University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

   Author : Oscar Widenfalk; [2023]
   Keywords : Radiotherapy; Optimization; FLASH;

   Abstract : Cancer is a group of deadly diseases, to which one treatment method is radiotherapy. Recent studies indicate advantages of delivering so-called FLASH treatments using ultra-high dose rates (> 40 Gy/s), with a normal tissue sparing FLASH effect. READ MORE

5. 4. Modeling the yield curve in conjunction with the FX spots

   University essay from Umeå universitet/Institutionen för fysik

   Author : Philip Lundqvist; [2022]
   Keywords : Yield Curve; FX spots; Bootstrap; Hull-White; Simulation; Calibration;

   Abstract : Interest rates and foreign exchange spots are widely used within financial products. It is important to understand the risk arising from products that depend on interest rates and/or foreign exchange spots. READ MORE

6. 5. A Spatial Analysis of Homicide Crime’s Distribution and Association with Deprivation in Stockholm Between 2010-2017

   University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

   Author : Dennis Lindell Schettini; [2019]
   Keywords : GIS; homicide; deprivation; hot spot; generalized regression; Earth and Environmental Sciences;

   Abstract : A Spatial Analysis of Homicide Crime’s Distribution and Association with Deprivation in Stockholm Between 2010-2017 Homicide crimes are rare events depending on numerous factors and tend to be distributed differently based on geographic location. The use of spatial analysis is substantively important for detecting different predictors in varying geographic areas and for the diffusion process of homicide crimes. READ MORE