Essays about: "Alexandra Benckert"

Found 2 essays containing the words Alexandra Benckert.

1. 1. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods

   University essay from KTH/Matematik (Avd.)

   Author : Alexandra Benckert; My Loft; [2023]
   Keywords : Non-maturing deposits; ARIMAX model; Regression analysis; Deposit volume modelling; Vasicek model for short rate; Interest rate sensitivity; Valuation of non-maturing deposits.; Icke tidsbunden inlåning; ARIMAX-modellen; Regressionsanalys; Modellering av inlåningsvolym; Vasicek-modellen för kort ränta; Räntekänslighet; Värdering av icke tidsbunden inlåning.;

   Abstract : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. READ MORE

3. 2. Explaining and Predicting the Loss of Customers for an RSS Feed ReaderApplication

   University essay from KTH/Matematisk statistik

   Author : Alexandra Benckert; Danilo Duarte Dos Reis; [2021]
   Keywords : ;

   Abstract : This thesis within mathematical statistics aimed to investigate the most significant factors in predicting and explaining the cancellation of a customer's subscription for an RSS feed reader. The applied method was logistic regression analysis and the thesis was done in cooperation with the Swedish RSS feed reader company Feeder. READ MORE