Essays about: "Jan Müller"

Found 4 essays containing the words Jan Müller.

  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

  3. 2. Option Pricing using Artificial Neural Networks

    University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

    Author : Jan Müller; [2021]
    Keywords : Physics and Astronomy;

    Abstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE

  4. 3. Credit Risk Modelling - An IRB & Machine Learning Approach

    University essay from Lunds universitet/Matematisk statistik

    Author : Jan Müller; [2020]
    Keywords : Mathematics and Statistics;

    Abstract : .... READ MORE

  5. 4. For the many, not the few - An idea analysis on populism in speeches by leaders of the Labour Party at party conferences 1998-2018

    University essay from Lunds universitet/Statsvetenskapliga institutionen

    Author : Alex Anders Ronko; [2019]
    Keywords : Idea analysis; Populism; Labour Party; Political speeches; United Kingdom; Law and Political Science;

    Abstract : Through an idea analysis that utilizes an ideal type of populism, this study seeks to find out how the use of populist ideas has changed over time in conference speeches by four consecutive Labour Party leaders between the years 1998 and 2018. The method for this idea analysis is based on Göran Bergström’s and Per-Anders Svärd’s theories on an ideal type-based idea analysis. READ MORE