Essays about: "Fredrik Börjesson"
Found 4 essays containing the words Fredrik Börjesson.
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1. Risk Measurement and Performance Attribution for IRS Portfolios Using a Generalized Optimization Method for Term Structure Estimation
University essay from Linköpings universitet/ProduktionsekonomiAbstract : With the substantial size of the interest rate markets, the importance of accurate pricing, risk measurement and performance attribution can not be understated. However, the models used on the markets often have underlying issues with capturing the market's fundamental behavior. READ MORE
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2. An Analysis of Markov Regime-Switching Models for Weather Derivative Pricing
University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakultetenAbstract : The valuation of weather derivatives is greatly dependent on accurate modeling and forecasting of the underlying temperature indices. The complexity and uncertainty in such modeling has led to several temperature processes being developed for the Monte Carlo simulation of daily average temperatures. READ MORE
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3. New Algorithms for Evaluating Equity Analysts’ Estimates and Recommendations
University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)Abstract : The purpose of this study is to find improved algorithms to evaluate the work of equity analysts. Initially the study describes how equity analysts work with forecasting earnings per share, and issuing recommendations on whether to invest in stocks. READ MORE
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4. Short-term Post-Earnings Announcement Effects
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Stock prices usually react quickly to new information released at an earnings announcement. However, sometimes stock prices seem to continue to move over a period of time after the initial effect. Such movements are called post-earnings announcement effects. READ MORE