Advanced search

Showing result 1 - 5 of 8 essays matching the above criteria.

1. 1. The early stages of extended reality : An analysis of the opportunities and challenges faced by early stage businesses within the extended reality (XR) industry

   University essay from Malmö universitet/Fakulteten för teknik och samhälle (TS)

   Author : Philip Johannesson; Julia Karlsson; [2023]
   Keywords : Extended Reality; Virtual Reality; Augmented Reality; Mixed Reality;

   Abstract : In recent years, the extended reality (XR) industry has witnessed remarkable growth, revolutionizing various sectors. The potential of XR to reshape industries and create new business opportunities has captured the attention of entrepreneurs and investors alike, leading to the emergence of numerous early stage businesses venturing into this exciting field. READ MORE

3. 2. An Evaluation of Swedish Municipal Borrowing via Nikkei-linked Loans

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Robert Constantin; Denis Gerzic; [2018]
   Keywords : Municipal borrowing; Nikkei-linked loans; Multi-curve framework; Discounting curves; Forward curves; CVA; Monte Carlo simulation; Structured bond; Black and Scholes PDE; Structured swap;

   Abstract : In this master thesis, we compare three different types of funding alternatives from a Swedish municipality's point of view, with the main focus on analysing a Nikkei-linked loan. We do this by analysing the resulting interest rate and the expected exposures, taking collateral into consideration. READ MORE

4. 3. Factors driving the Euro senior funding costs for Swedish Banks

   University essay from Lunds universitet/Matematisk statistik

   Author : Axel Spångberg; Philip Landén; [2015]
   Keywords : Mathematics and Statistics;

   Abstract : In this thesis we show that the best forecast for near future yield curves are performed with a full specication of our chosen model and for far future yield curves the forecast is better with a partial specication of the model. We conclude that the driving factors for the banks' yield curves are not as closely related to Swedbank's as amongst the other peers which show that Swedbank stand out in terms of dynamics for the yield curve. READ MORE

5. 4. Incorporating Funding Value Adjustment in Valuation of Derivatives - A case study

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Per Johansson; Simon Josefsson; [2014-07-02]
   Keywords : Funding Value Adjustment; Fair Value; Fair Value Adjustments; Exit Price; Valuation; Over-The-Counter; Derivatives; Funding Cost; Funding Curve.;

   Abstract : The derivatives market is a large, global market that fills an important function in the finan-cial system (Eklund et al., 2012). Before the global financial crisis in 2008, factors such as capital cost, funding cost and counterparty risk were hardly considered when pricing deriva-tives. READ MORE

6. 5. Curve Building and SwapPricing in the Presence of Collateral and Basis Spreads

   University essay from KTH/Matematisk statistik

   Author : Simon Gunnarsson; [2013]
   Keywords : Curve building; swap; basis spread; cross currency; collateral;

   Abstract : The eruption of the financial crisis in 2008 caused immense widening of both domestic and cross currency basis spreads. Also, as a majority of all fixed income contracts are now collateralized the funding cost of a financial institution may deviate substantially from the domestic Libor. READ MORE