Essays about: "CCP"

Showing result 11 - 15 of 41 essays containing the word CCP.

  1. 11. How have Confucian traditions and values influenced institutional power structures in Maoist ideology?  : A comparative discourse analysis of ideologies enforcing authoritarianism. 

    University essay from Uppsala universitet/Teologiska institutionen

    Author : Fredrik Larsson; [2020]
    Keywords : China; Confucianism; Maoism; PRC; People’s Republic of China; Philosophy; Totalitarianism; Discourse Analysis; CCP;

    Abstract : This master’s thesis will thoroughly analyze the discourse that is the transformation and interaction of the Maoist ideology with the previous Confucian traditions and its importance in institutional spheres of society in contemporary China. The thesis aims to analyze correlations and causations to the aspect of the rise of Maoism from a non-Communist Chinese society highly influenced by Confucian values and traditions to a Maoist dominated Chinese cultural, social, and political landscape. READ MORE

  3. 12. Optimal financial resources for Central Counterparties: Introducing default dependence of clearing members: a mixed binomial approach

    University essay from Göteborgs universitet/Graduate School

    Author : Leonardo Di Geronimo; [2019-07-02]
    Keywords : Central Counterparties; Risk Management; Merton Model; Mixed Binomial Model; Merton Mixed Binomial Model; Initial Margin; Default Fund;

    Abstract : Central counterparties (CCPs) are ˝nancial intermediaries consisting of clearing members trading ˝nancial derivatives between each other. In a ˝nancial network, CCPs become the buyer to every seller and the seller to every buyer. READ MORE

  4. 13. The Calibrated SSVI Method - Implied Volatility Surface Construction

    University essay from KTH/Matematisk statistik

    Author : Adam Öhman; [2019]
    Keywords : Implied; Volatility; Surface; Construction; SVI; SSVI; eSSVI; Stochastic Volatility Inspired; calibrated SSVI; modelling; arbitrage; interpolation; extrapolation; FHS VaR; derivatives; CCP; clearing; Implicit; Volatilitet; Ytor; Option; SVI; SSVI; eSSVI; kalibrerade SSVI; arbitrage; modellering; finans; matematik;

    Abstract : In this thesis will the question of how to construct implied volatility surfaces in a robust and arbitrage free way be investigated. To be able to know if the solutions are arbitrage free was an initial investigation about arbitrage in volatility surfaces made. From this investigation where two comprehensive theorems found. READ MORE

  5. 14. Implementing and testing possible hedging strategies to minimise value fluctuations in a defaulted portfolio

    University essay from Umeå universitet/Institutionen för fysik

    Author : Gabriel Nilsson; [2019]
    Keywords : ;

    Abstract : A Central Counterparty (CCP) handles clearing between its members and can mutualise and reduce the counterparty and credit risk in a network. In the case of a clearing member defaulting on its obligations, the defaulted portfolio will be taken over by the CCP, which will attempt to close out the positions as quickly as possible. READ MORE

  6. 15. Analysis of microbial growth in a fermented sausage and risk evaluation of its production

    University essay from SLU/Department of Molecular Sciences

    Author : Marcus Östling; [2018]
    Keywords : Fermented sausage; isterband; HACCP; LAB; starter culture;

    Abstract : Fermentation has been used to enhance safety of foods and prolong its shelf lives for a long time. The fermentation was originally a result of spontaneous fermentation by microbes naturally present in the food, it is currently done by addition of known bac-teria in a starter culture. READ MORE