Essays about: "forward rate."

Showing result 1 - 5 of 174 essays containing the words forward rate..

1. 1. Valuation of interest rate instruments under backward-looking forward rate framework

   University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Author : Guanyu Yang; [2024]
   Keywords : IBOR; Backward-looking rates; Valuation of interest rate derivatives;

   Abstract : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. READ MORE

3. 2. An Empirical Study of Monetary Policy Transmission Through Floating Rate Corporate Debt

   University essay from Göteborgs universitet/Graduate School

   Author : BEHZAD JAWAN BAKHSH; DENNIS MUTISO MULI; [2023-06-29]
   Keywords : Monetary policy surprise; Monetary policy transmission; Cash flow channel; Fed; Federal Open Market Committee; Forward guidance; SEC filings; Hedging; Bank Debt; Floating rate debt;

   Abstract : Considering the contemporary shift in the interest rate regime and the high levels of corporate debt in the US market, we show that monetary policy surprises have an impact on stock returns. This impact is dominated by a surprise in Fed forward guidance. READ MORE

4. 3. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

   University essay from Göteborgs universitet/Graduate School

   Author : Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
   Keywords : Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

   Abstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE

5. 4. Question-answering chatbot for Northvolt IT Support

   University essay from Uppsala universitet/Signaler och system

   Author : Daniel Hjelm; [2023]
   Keywords : Artificial intelligence; Chatbot; Natural language processing; Natural language understanding; Machine learning; Deep learning; Transformer; Question answering; Conversational agents; Conversational AI;

   Abstract : Northvolt is a Swedish battery manufacturing company that specializes in the production of sustainable lithium-ion batteries for electric vehicles and energy storage systems. Established in 2016, the company has experienced significant growth in recent years. READ MORE

6. 5. Analyzing the Influence of Synthetic andAugmented Data on Segmentation Model

   University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

   Author : Alex Peschel; [2023]
   Keywords : Artificial Intelligence; Microorganisms; Segmentation; Synthesizing; Augmentation;

   Abstract : The field of Artificial Intelligence (AI) has experienced unprecedented growth in recent years, thanks to the numerous applications related to speech recognition, natural language processing, and computer vision. However, one of the challenges facing AI is the requirement for large amounts of energy, time, and data to be effective and accurate. READ MORE