Essays about: "Dealer Inventory"

Found 3 essays containing the words Dealer Inventory.

  1. 1. Corporate Bond Inventories and Liquidity Risk Pricing

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Omar Aboumaria; Alexander Ekman; [2022]
    Keywords : Liquidity risk; Corporate bond; Inventory cycles; Dealer Inventory;

    Abstract : This paper studies the pricing of liquidity risk in the cross section of corporate bonds for the period of October 2004 to December 2020 following the method presented by Lin et al. (2011). Furthermore, it examines the relationship between liquidity pricing and inventory cycles. READ MORE

  3. 2. Simulating market maker behaviour using Deep Reinforcement Learning to understand market microstructure

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

    Author : Elwin Marcus; [2018]
    Keywords : Deep Reinforcement Learning; Machine Learning; Market Microstructure; Market Maker; Financial Agent; Agent Based Modelling; Financial Artificial Markets; Complex Systems; Algorithmic Trading; Tensorforce; keras-RL; PPO; DQN; Dealer Market; Limit Order book;

    Abstract : Market microstructure studies the process of exchanging assets underexplicit trading rules. With algorithmic trading and high-frequencytrading, modern financial markets have seen profound changes in marketmicrostructure in the last 5 to 10 years. READ MORE

  4. 3. Same Day Parts Availability with a D2D Setup: A Case Study of Volvo Group Authors

    University essay from Göteborgs universitet/Graduate School

    Author : Steffi Rose Jose; Anna Ulriksson; [2016-07-04]
    Keywords : Availability; Service level; General model; Grouping dealers; Scenarios; Inventory pooling; Transport solutions; Dealer process; Order process; D2D;

    Abstract : In order to deliver high uptime service to end customers, it’s important for companies, within the manufacturing industry, to have high availability of spare parts at the dealers, as they are the face towards the end customers. To be able to do this, companies need to balance costs of having big inventories, including all parts, with the service they want to offer. READ MORE