Essays about: "Interest rate spread"

Showing result 1 - 5 of 55 essays containing the words Interest rate spread.

  1. 1. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

    University essay from Lunds universitet/Matematisk statistik

    Author : Jan Müller; [2022]
    Keywords : Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

    Abstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE

  2. 2. Development of a novel quantitative PCR analysis method for HIV-1

    University essay from Lunds universitet/Tillämpad biokemi; Lunds universitet/Teoretisk kemi

    Author : Anna-Malin Hallberg; [2021]
    Keywords : HIV; PCR; primers; probes; virus; detection; blood plasma; pathogen; biological pharmaceutical; protein-based pharmaceutical; genotype; subtype; RT qPCR; extraction; TaqMa; RNA virus; cross-dimer; applied biochemistry; tillämpad biokemi; Biology and Life Sciences; Technology and Engineering; Chemistry;

    Abstract : Biological pharmaceuticals are the answer to many severe diseases of today’s society. Some of these are protein-based drugs and can be produced from human blood plasma. In order to guarantee the safety of patients, absence of any pathogens needs to be ensured. READ MORE

  3. 3. Svenska jägares uppfattningar om förebyggande åtgärder och övervakning av afrikansk svinpest hos vildsvin i Sverige

    University essay from SLU/Dept. of Clinical Sciences

    Author : Annie Frisk Brunzell; [2021]
    Keywords : Afrikansk svinpest; ASF; fokusgruppsdiskussion; FGD; förebyggande; jägare; rapportering; vildsvin; övervakning;

    Abstract : Afrikansk svinpest (ASF) är en allvarlig virussjukdom som drabbar grisdjur. Sjukdomen finns i många delar av världen och orsakar ofta en mycket hög dödlighet hos drabbade tamgrisar och vildsvin. På grund av dess påverkan på grisproduktionen har ASF medfört stora socioekonomiska konsekvenser i drabbade områden. READ MORE

  4. 4. Adopting the Internet of Things - A Qualitative Study on Adopting the Internet of Things in Swedish Municipalities

    University essay from Handelshögskolan i Stockholm/Institutionen för företagande och ledning

    Author : Isabelle He; Carl Tengblad; [2020]
    Keywords : Internet of Things; Technological Adoption; Vehicle Management System; Public Sector; Fleet Management;

    Abstract : Internet of things (IoT) is the future of digitalization and it is already here, disrupting industries in this very moment. One industry where IoT is changing the way managers run their business is within vehicle fleet management. READ MORE

  5. 5. Modelling Swedish bond market activity : A liquidity proxy using potential and executed trades

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Therese Lin; [2020]
    Keywords : Government bonds; Mortgage bonds; Swedish bond market; Liquidity proxy; Investor activity; Potential trading; Svenska obligationsmarknaden; Likviditet; Aktivitet; Potentiell handel;

    Abstract : Bond markets are crucial for the stability and efficiency of the national financial system. Low liquidity prevents market developments and makes investors reluctant to trade actively. It is therefore crucial to maintain liquidity in bond markets. READ MORE