Essays about: "CRR"

Showing result 1 - 5 of 10 essays containing the word CRR.

  1. 1. Evaluation of the variation in albedo over snow-covered forest in Northern Sweden and Finland

    University essay from Göteborgs universitet/Institutionen för geovetenskaper

    Author : Klara Hugosson; [2022-05-20]
    Keywords : ;

    Abstract : The effect of albedo variability induced by meteorological parameters in snow-covered forested areas at local scale is poorly known. Few meteorological stations measure albedo, even though the effect on albedo caused by land use changes is well known. READ MORE

  3. 2. Modelling of Capital Requirements using LSTM and A-SA in CRR 3

    University essay from KTH/Matematik (Avd.)

    Author : William Gan; [2022]
    Keywords : Capital Requirements; machine learning; neural networks; financial mathematics; risk management; CRR 3; FRTB; Kapitalkrav; maskininlärning; neurala nätverk; finansiell matematik; riskhantering; CRR 3; FRTB;

    Abstract : In response to the Great Financial Crisis of 2008, a handful of measures were taken to increase the resilience toward a similar disaster in the future. Global financial regulatory entities implemented several new directives with the intention to enhance global capital markets, leading to regulatory frameworks where financial participants (FPs) are regulated with own fund's requirements for market risks. READ MORE

  4. 3. Reaching Those ‘Out-of-Reach’: An Explorative Case-Study of Fire Prevention in Vulnerable Urban Communities within Copenhagen.

    University essay from Lunds universitet/Riskhantering (CI)

    Author : Aron Fransson; [2021]
    Keywords : Fire Prevention; Fire Rescue Services; Risk Communication; Fire Governance; Urban Vulnerable Communities; Community Risk Reduction; Technology and Engineering;

    Abstract : Considering the nature of vulnerability to fires and at-risk groups, the issue is arguably a social problem where spatial analysis has allowed for a greater context, beyond the individual, to be analyzed. Furthermore, reports from fire rescue services of local safety concerns and the convergence of interest between different stakeholders has made communities disposition to fire safety increasingly relevant. READ MORE

  5. 4. Option Pricing and Early Exercise Boundary of American Options under Markov-Modulated Volatility

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Danny Zina; [2020]
    Keywords : Pricing American Options; Early Exercise Boundary; Markov-Modulated Volatility; Switching-State Volatility; Extended CRR Model.;

    Abstract : The CRR binomial model is one of the most important models in financial mathematics. In this thesis we consider an extension to this model with Markov switching-state volatility. We present a detailed algorithm for obtaining early exercise boundaries for American options, as well as, fair prices for both American and European options. READ MORE

  6. 5. Climate innovations in the financial sector

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Aurélie Pollak; [2020]
    Keywords : Climate-related risks; Sweden; Financial risks; Financial innovation; Evolutionary theory; Business and Economics;

    Abstract : A green transition requires to drive public and private capital towards investments in line with environmental norms. Scholars are constantly looking into the performances of sustainable finance and how to measure them. Yet, the perspective from financial firms on climate finance has hardly been studied. READ MORE