Essays about: "Optimal contracts"
Showing result 1 - 5 of 32 essays containing the words Optimal contracts.
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1. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts
University essay from KTH/Matematisk statistikAbstract : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. READ MORE
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2. LEAST -SQUARE MONTE CARLO BASED OPTION PRICING OF EUROPEAN AND BERMUDAN STOCK INDEX OPTIONS
University essay from Lunds universitet/Matematisk statistikAbstract : On the financial markets, there are a large number of financial instruments. Two of these instruments is the European and Bermudan option, where the Bermudan option can be seen as a discrete version of the American option. Meaning, if one can price the Bermudan option one can also estimate the price of an American option. READ MORE
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3. Model for Central Counterparty Risk with Stochastic Default Intensities
University essay from Göteborgs universitet/Graduate SchoolAbstract : In this thesis we use a dynamic model to compute several margins required by a central counterparty, the central clearing house (CCP), to the participants, called clearing members (CM). These margins form the so called default waterfall. In this market only credit default swaps (CDS) are exchanged. READ MORE
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4. Effects of Endogenous Risks in Contract Design : A Theoretical and Empirical Analysis of the Optimal Contract Design in the Swedish Construction Industry
University essay from KTH/Fastigheter och byggandeAbstract : The architecture, engineering and construction industry faces challenges when dealing withprocurement contract design and risk-handling. The optimal contracting practices have beenworldwide studied in areas of contract theory which studies how the optimal incentivemechanism (“contracts”) can be designed to encourage the parties to behave more efficiently. READ MORE
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5. Strategies for mitigating foreign exchange risk
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. READ MORE