Essays about: "tranches"

Showing result 1 - 5 of 6 essays containing the word tranches.

1. 1. Pricing collateralized loan obligation tranches using machine learning : Machine learning applied to financial data

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Marcus Enström; [2022]
   Keywords : Collateralized loan obligation; Machine learning; Artificial neural networks; Financial data; Ensemble methods; Collateralized loan obligation; Maskininlärning; Artificiella neurala nätverk; Finansiell data; Ensemblemetoder;

   Abstract : Machine learning and neural networks have recently become very popular in a large category of domains, partly thanks to their ability to solve complex problems by finding patterns in data, but also due to an increase in computing power and data availability. Successful applications of machine learning include for example image classification, natural language processing, and product recommendation. READ MORE

3. 2. Neutralization of acidic wastewaters with the use of landfilled Electric Arc Furnace (EAF) high-alloyed stainless-steel slag : An upscale trial of the NEUTRALSYRA project

   University essay from KTH/Materialvetenskap

   Author : Rahul Puthucode; [2019]
   Keywords : Landfilled High-alloyed Electric Arc Furnace EAF slag; Slag neutralization potential; Slag recycling;

   Abstract : The landfilling of slag obtained from the high alloyed Electric Arc Furnace (EAF) steel making process, constitutes an environmental treat for society as well as an economical problem for the companies producing it, due to the costs related to waste management practices. Conventional methods of slag recycling are abundantly used among the steelmaking business, but due to their particular physical properties, high- alloyed EAF slags cannot be properly valorized. READ MORE

4. 3. Default Correlations within Credit Valuation

   University essay from Lunds universitet/Matematisk statistik

   Author : Sofie Svensson; [2016]
   Keywords : Mathematics and Statistics;

   Abstract : This paper focuses on pricing of basket Credit Default Swaps. The credit market instruments such as CDSs and CDOs are introduced. The concepts of trading these derivatives in basket CDSs divided into tranches is also of big importance. Dierent pricing models are presented and compared. READ MORE

5. 4. Collateralized Debt Obligations - A Study on the informal Transaction Transparency

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Karl-Erik Dexner; John Zerihoun; [2009-03-12T13:06:51Z]
   Keywords : Collateralized Debt Obligations; subprime crisis; investment prospectus; information exchange; securitization;

   Abstract : Background & Problem discussion: The relative low interest rate in the first part of the new millennium spurred on demand for mortgage financing and by extension also fueled the housing market, primarily in the United States. Subprime loans were incorporated into and repackaged into various ABS. READ MORE

6. 5. Pricing of CDO Tranches by Means of Implied Expected Loss

   University essay from Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

   Author : Anna Iakovleva; [2008]
   Keywords : CDO; expected loss;

   Abstract : In this thesis an approach to CDO tranche valuation is described. This approach allows to check market quotes for arbitrage opportunities, to obtain expected portfolio losses from the market quotes and to price CDO tranches with non-standard maturities and attachment/ detachment points. READ MORE