Essays about: "Interest rate spread"
Showing result 1 - 5 of 66 essays containing the words Interest rate spread.
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1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market
University essay from Göteborgs universitet/Graduate SchoolAbstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE
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2. A Comparison of Convolutional Neural Networks used in Melanoma Detection : With transfer learning on the PAD-UFES-20 and ISIC datasets
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Skin cancer is one of the most common forms of cancer, of which melanoma is the most lethal. Early detection is critical to long term survival rates. The use of machine learning to detect melanoma shows promising results in detecting malignant forms. READ MORE
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3. The Yield Gap : A comprehensive study of the yield spread between prime office yields and five-year swap rates in some of Europe’s most prominent commercial real estate markets
University essay from KTH/Fastighetsekonomi och finansAbstract : Global economies are currently in a tumultuous time with high economic distress, inflation, and volatile interest rate markets. Alongside the increased interest rate climate, yield returns throughout property sectors adjust to compensate for the increased risk. READ MORE
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4. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. READ MORE
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5. An Evaluation of Leading Indicators in the Context of a Swedish Recession
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The aim of this paper is to evaluate potential leading indicators of a recession in Sweden. To answer the question potential leading indicators are first identified with previous findings in literature and with the current state of the Swedish financial system as background. READ MORE