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Found 3 essays matching the above criteria.

  1. 1. Improving term structure measurements by incorporating steps in a multiple yield curve framework

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Gustav Villwock; Clara Rydholm; [2022]
    Keywords : Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

    Abstract : 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

  3. 2. The evaluation of preparation techniques for the measurements of hydrogen isotope ratios in ecology

    University essay from Umeå universitet/Institutionen för ekologi, miljö och geovetenskap

    Author : Kusal Weragama; [2021]
    Keywords : Deuterium; liquid water equilibration; steam equilibration; exchangeable H fraction; non-exchangeable H; Equilibrium fractionation factor; Isotopic soil fraction;

    Abstract : The stable isotope ratio of non-exchangeable hydrogen (δ2Hn) emerged as a promising new tool for source attribution in aquatic ecology, which can better discriminate between the organic matter sources. However, determining the absolute isotopic values is problematic due to the functional groups with hydrogen (H) that can easily exchange with the ambient water. READ MORE

  4. 3. Rules - Sometimes less is more

    University essay from Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Author : Richard Abbott; Espen De Lange; [2017]
    Keywords : rules; procedures; resources for action; work as imagined; work as done; aviation; FLMU06; Technology and Engineering;

    Abstract : The Aviation industry is ultra-safe. Rules and procedures have been attributed as a contributory factor for attaining this high level of safety. The complexity of the aviation system has risen dramatically in the last few decades due to the development and introduction of modern aircraft and on-board technological innovations. READ MORE