Essays about: "Term Structure Models"

Showing result 1 - 5 of 95 essays containing the words Term Structure Models.

1. 1. The Challenges of Social Enterprises in Balancing Economic, Social, and Environmental Tradeoffs: Comparative Case Study of Hybrid Organizing- Swedish Context.

   University essay from Göteborgs universitet/Graduate School

   Author : Teame Gebremedhn Gebrai; [2023-07-18]
   Keywords : hybrid organizing; long-term collaboration; creating shared values; common initiatives; socioeconomic vulnerable; societal transformation; co-creation of values; cross-sector functional teams; inclusive and circular models;

   Abstract : Purpose -This master thesis is to investigate the challenges of sustainability and to understand how massive effort of collaborative hybrid organizing, involving multiple stakeholders from private, public, and civil societies balance or aligns the activities that generate economic, social, and environmental impacts. And to analyze the effects of competition between the investors interested in the joint collaborative initiatives. READ MORE

3. 2. Changes in Organization Design Produced by Covid-19 from a Path-Dependence Perspective : A Case Study of a Medical Manufacturing Company

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Carolina Artavia Muñoz; [2023]
   Keywords : Organization Design; Black Swan Events; Path Dependence Theory; Jay Galbraith s Star Model; Covid-19; Medical Manufacturing Industry.; Organisationsdesign; svarta svan-händelser; stigberoende; Jay Galbraits Star Model; Covid-19; medicinsk tillverkningsindustri.;

   Abstract : Covid-19 brought various challenges that the world that was not fully prepared to face since 2019. The pandemic came with both health and economic repercussions, and various organizations had to adapt their Organization Design to confront these new challenges posed by this Black Swan event. READ MORE

4. 3. Modelling Proxy Credit Cruves Using Recurrent Neural Networks

   University essay from KTH/Matematisk statistik

   Author : Lucas Fageräng; Hugo Thoursie; [2023]
   Keywords : Deep Neural Networks; Credit Risk; Financial Modelling; LSTM; Credit Default Swaps; Credit Valuation Adjustment; Djupa Neurala Nätverk; Kreditrisk; Finansiell Modellering; LSTM; Kreditswappar; Kreditvärderingsjustering;

   Abstract : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. READ MORE

5. 4. 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

6. 5. Healthcare Production Control Maturity Model

   University essay from Lunds universitet/Teknisk logistik

   Author : Fredrik Elsnitz; Filippa Ramberg; [2023]
   Keywords : Healthcare; maturity model; production control; resource planning; capacity planning; Swedish healthcare.; Technology and Engineering;

   Abstract : Sweden has been struggling with bad access to healthcare. The National Healthcare Guarantee is not fulfilled, and Sweden has low productivity numbers. One suggested solution to deal with this issue is increased healthcare production control. READ MORE