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Found 4 essays matching the above criteria.

  1. 1. Swaptions from a Clearinghouse perspective : Hedging swaptions, an option on interest rate swaps, using compression

    University essay from Umeå universitet/Institutionen för fysik

    Author : Joel Forsberg; [2022]
    Keywords : Swaptions; Clearinghouse; Compression; Interest rate swap;

    Abstract : With the increasing popularity of interest rate swaps the need to understandswaptions, an option of an interest rate swap, is of great importance. A swap-tion can be used in both speculative purposes and to hedge against changesin interest rates. The most important thing to understand is the pricing for-mula. READ MORE

  3. 2. Transaction synchronization and privacy aspect in blockchain decentralized applications

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

    Author : Patarawan Ongkasuwan; [2020]
    Keywords : Blockchain; distributed database; distributed ledger; digital ledgers; centralized database; decentralized database; Ethereum; Blockchain synchronization; security-related; cryptocurrency; digital currency; transaction; user experience; privacy strategy; smart contract; risk; Blockchain; distribuerad storbok; digital ledbok; centraliserad databas; decentraliserad databas; Ethereum; Blockchain-synkronisering; säkerhetsrelaterad; cryptocurrency; digital valuta; transaktion; användarupplevelse; sekretessstrategi; smart kontrakt; risk;

    Abstract : The ideas and techniques of cryptography and decentralized storage have seen tremendous growth in many industries, as they have been adopted to improve activities in the organization. That called Blockchain technology, it provides an effective transparency solution. READ MORE

  4. 3. User experience design and front end development of an online auction website

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

    Author : Mar Vidal Segura; [2019]
    Keywords : Website; User Experience; Design; React; Font end; Double Diamond; Auction; Webbplats; Användarupplevelsen; Design; React; Font end; Double Diamond; Auktion;

    Abstract : Art_Value is a startup whose purpose is to create an innovative marketplace where new artworks, based on numbers, are created, distributed through auctions and traded. Online auctions have added new advantages of new technologies and trigger more emotions than online shopping. READ MORE

  5. 4. Bidding models for bond market auctions

    University essay from KTH/Matematisk statistik

    Author : Kristofer Engman; [2019]
    Keywords : Auction; winner s curse; request for quote; RFQ; statistics; applied mathematics; financial mathematics; bond; e-auction; fixed income; skew exponential power; mifid II; pricing; Budgivning; winner s curse; request for quote; RFQ; statistik; tillämpad matematik; finansiell matematik; obligation; e-auktion; fixed income; skew exponential power; mifid II; prissättning;

    Abstract : In this study, we explore models for optimal bidding in auctions on the bond market using data gathered from the Bloomberg Fixed Income Trading platform and MIFID II reporting. We define models that aim to fulfill two purposes. The first is to hit the best competitor price, such that a dealer can win the trade with the lowest possible margin. READ MORE