Essays about: "thesis in swaps"
Showing result 1 - 5 of 57 essays containing the words thesis in swaps.
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1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE
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2. Modelling Proxy Credit Cruves Using Recurrent Neural Networks
University essay from KTH/Matematisk statistikAbstract : 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
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3. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models
University essay from Linköpings universitet/ProduktionsekonomiAbstract : 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
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4. Benchmarking a memetic algorithm for global all-atom protein-protein docking with backbone flexibility
University essay from Lunds universitet/Kemiska institutionenAbstract : Determining how proteins interact with each other to form complexes is very important for understanding both disease and cellular functions, but experimentally determining the structures of these complexes is both tedious and slow, which is why a great number of protein-protein docking algorithms have been developed to predict them. To this day, conformational changes in protein backbones have been one of the largest challenges when making docking predictions. READ MORE
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5. Predicting Financial Trader Participation in Fixing Risk Mitigation Cycles : A Machine Learning Approach
University essay from KTH/Matematisk statistikAbstract : Financial markets have been crucial in driving capital investments across the world. Anessential piece of these markets is the presence of risk takers, or market speculators, who will hold financial portfolios in hopes of profit. READ MORE