Essays about: "Emil Book"
Showing result 1 - 5 of 11 essays containing the words Emil Book.
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1. Development of a rental platform for university students with focus on design to be perceived as trustworthy
University essay from Linköpings universitet/Institutionen för datavetenskapAbstract : Studies show that the trustworthiness of a web application is affected by how it is designed and in particular which font is used, which colour scheme is used and if the layout is expected or unexpected. To test this claim, a web application was developed according to principles about how design elements affect the trustworthiness of a web application. READ MORE
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2. Swap Book Hedging using Stochastic Optimisation with Realistic Risk Factors
University essay from Linköpings universitet/ProduktionsekonomiAbstract : Market makers such as large banks are exposed to market risk in fixed income by acting as a counterparty for customers that enter swap contracts. This master thesis addresses the problem of creating a cost-effective hedge for a realistic swap book of a market maker in a multiple yield curve setting. READ MORE
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3. Ensemble Models for Trend Investing
University essay from KTH/Matematik (Avd.)Abstract : Portfolio strategies focusing on following the trend, so called momentum based strategies, have been popular for a long time among investors and have had many academic studies, however with varying results. This study sets out to investigate different momentum trading signals as well as combining them in ensemble models such as Random Forest and the unique Dim Switch portfolio and then compare them to set benchmarks. READ MORE
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4. Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : With the implementation of the Fundamental Review of the Trading Book in January of 2022, financial institutions will be obligated to implement Expected Shortfall as a means of determining market risk capital. With the transition from Value at Risk to Expected Shortfall, the question of how to accurately forecast Expected Shortfall arises. READ MORE
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5. A Multiple Linear Regression Model To Assess The Effects of Macroeconomic Factors On Small and Medium-Sized Enterprises
University essay from KTH/Matematisk statistikAbstract : Small and medium-sized enterprises (SMEs) have long been considered the backbone in any country’s economy for their contribution to growth and prosperity. It is therefore of great importance that the government and legislators adopt policies that optimise the success of SMEs. READ MORE