Essays about: "Contractual Models"

Showing result 1 - 5 of 12 essays containing the words Contractual Models.

  1. 1. Non-Contractual Churn Prediction with Limited User Information

    University essay from KTH/Matematisk statistik

    Author : Andreas Brynolfsson Borg; [2019]
    Keywords : ;

    Abstract : This report compares the effectiveness of three statistical methods for predicting defecting viewers in SVT's video on demand (VOD) services: logistic regression, random forests, and long short-term memory recurrent neural networks (LSTMs). In particular, the report investigates whether or not sequential data consisting of users' weekly watch histories can be used with LSTMs to achieve better predictive performance than the two other methods. READ MORE

  2. 2. Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Zethraeus; Magnus Roos; [2017]
    Keywords : Structural models; Merton model; Black Cox model; European corporate bond spreads; Mathematics and Statistics;

    Abstract : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. READ MORE

  3. 3. Joint Risk Management Processes in Construction Partnering Studying early project processes at a SME Partnering contractor

    University essay from Chalmers tekniska högskola/Institutionen för bygg- och miljöteknik

    Author : PATRIK STRÖMBERG; [2016]
    Keywords : Risk Management; Joint Risk Management; Construction Partnering; Construction Contractor; Project Management; Sweden;

    Abstract : Partnering is a way of jointly running construction projects in which the risks are shared between the project actors and the client, by establishing shared economic interests in the project and foster collaboration, to benefit all contractual parts. As the project actors have shared stakes and the client has a larger mandate of influence in Partnering projects, there is an increased need and the possibility of communicating risks, opportunities and consequences of actions made in the projects, jointly between the project actors and the client. READ MORE

  4. 4. Estimating expected lifetime of revolving credit facilities in an IFRS 9 framework

    University essay from Lunds universitet/Matematisk statistik

    Author : Jonas Berglund; [2016]
    Keywords : Mathematics and Statistics;

    Abstract : This paper sets out to estimate expected lifetime of revolving credit facilities (e.g. credit card products) and is motivated by the introduction of the International Financial Reporting Standard 9 (IFRS 9) and its requirements for loan impairments. READ MORE

  5. 5. Valuation of Interest Rate Swaps in the presence of Counterparty Credit Risk

    University essay from Göteborgs universitet/Graduate School

    Author : Robin Axelsson; [2014-11-26]
    Keywords : Interest Rate Swaps; Counterparty Credit Risk;

    Abstract : Insuring debt through credit default swaps (CDS) and collateralized debt obligations (CDO) has become increasingly more popular. Recent events such as the financial crisis of 2008 have shown that the credit models for these insurances have lacked severely in certain aspects. READ MORE