Essays about: "Forward Rates"

Showing result 1 - 5 of 87 essays containing the words Forward Rates.

  1. 1. Does industry survey data improve GDP forecasting?

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Oscar Andersson; Ludvig Fornstedt; [2024-03-06]
    Keywords : Bayesian; BVAR; Forecasting; GDP; survey data;

    Abstract : This study assesses the integration of industry survey data into Bayesian Vector Auto Regressive (BVAR) models for GDP forecasting in Sweden. Analyzing a combination of macro economic indicators, CPI and unemployment rates, with survey data from NIER, it explores the effects of different variable combinations on the forecasting ability of different models. READ MORE

  3. 2. Valuation of interest rate instruments under backward-looking forward rate framework

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

    Author : Guanyu Yang; [2024]
    Keywords : IBOR; Backward-looking rates; Valuation of interest rate derivatives;

    Abstract : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. READ MORE

  4. 3. Corporate Foresight and its Role in Driving Innovation - A case study of the Swedish grocery industry and how they use corporate foresight in order to improve their innovation strategies

    University essay from Göteborgs universitet/Graduate School

    Author : Marcus Andersson; Jonas Dahlqvist; [2023-07-19]
    Keywords : Corporate foresight; strategic foresight; long-range planning; innovation; innovation strategies; innovation management; strategic management;

    Abstract : The world is constantly changing with factors that we partly can control and some that are outside of our control. Living in these complex systems demands tackling but also embracing uncertainty. The focus should not be on controlling the outcomes by narrow forecasts. READ MORE

  5. 4. Using Machine Learning to Optimize Near-Earth Object Sighting Data at the Golden Ears Observatory

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

    Author : Laura Murphy; [2023]
    Keywords : Near-Earth Object Detection; Machine Learning; Deep Learning; Visual Transformers;

    Abstract : This research project focuses on improving Near-Earth Object (NEO) detection using advanced machine learning techniques, particularly Vision Transformers (ViTs). The study addresses challenges such as noise, limited data, and class imbalance. READ MORE

  6. 5. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Keywords : term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Abstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE