Essays about: "pricing free"
Showing result 1 - 5 of 80 essays containing the words pricing free.
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1. The Value of School Quality Under Free Choice : An Empirical Study of School Quality on Residential Prices in Västerås, Sweden
University essay from KTH/Fastighetsföretagande och finansiella systemAbstract : Education is one of the most important public goods that society can provide, and researchers have since long agreed that schools' performances are capitalized into residential property prices. However, all previous research is based on residential markets where school districts prevail. READ MORE
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2. Improving term structure measurements by incorporating steps in a multiple yield curve framework
University essay from Linköpings universitet/ProduktionsekonomiAbstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE
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3. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread
University essay from Lunds universitet/Matematisk statistikAbstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE
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4. Financial Justifications for the Software-as-a-Service Business Model Trend Based on Financial Differences between Companies in the Software-as-a-Service and Pharmaceutical Industry
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : The Software-as-a-Service (SaaS) business model is a new type of business model that has gained great attention from both researchers and practitioners. The rapid growth has resulted in a more and more refined business model and is described as the future of software. Thus, it is not unexpected that the model is frequently used for many start-ups. READ MORE
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5. Option Modelling by Deep Learning
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this thesis we aim to provide a fully data driven approach for modelling financial derivatives, exclusively using deep learning. In order for a derivatives model to be plausible, it should adhere to the principle of no-arbitrage which has profound consequences on both pricing and risk management. READ MORE