Essays about: "Over-The-Counter"

Showing result 1 - 5 of 30 essays containing the word Over-The-Counter.

  1. 1. Modeling Credit Default Swap Spreads with Transformers : A Thesis in collaboration with Handelsbanken

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Johan Luhr; [2023]
    Keywords : Machine Learning; Transformer; Finance; Credit Default Swap; Credit Valuation Adjustment; Time Series Data; Maskininlärning; Transformer; Finance; Kreditswapp; Kredit Värderings Justering; Tidsserie data;

    Abstract : In the aftermath of the credit crisis in 2007, the importance of Credit Valuation Adjustment (CVA) rose in the Over The Counter (OTC) derivative pricing process. One important part of the pricing process is to determine Probability of Defaults (PDs) of the counterparty in question. READ MORE

  3. 2. A Framework to Model Bond Liquidity

    University essay from KTH/Matematik (Avd.)

    Author : Alan Issa; [2023]
    Keywords : Bonds; liquidity; order book; stochastic process; stationarity; gamma distribution.; Obligationer; likviditet; orderbok; stokastisk process; stationaritet; gamma distribution.;

    Abstract : The liquidity of financial assets can be studied in various different ways. In this thesis, liquidity is defined as the cost and time required to liquidate a position. READ MORE

  4. 3. Antibiotic use and resistance in the food and agricultural sectors in Bangladesh : present risk factors and possible improvements

    University essay from SLU/Dept. of Clinical Sciences

    Author : Linnea Eberson; [2022]
    Keywords : AMR; Bangladesh; AMU; multidrug resistant MDR ; low-and middle-income countries;

    Abstract : Antimicrobial resistance (AMR) is one of the biggest threats against public health in the world. Antimicrobial substances are used within all different sectors and contribute to development of AMR. READ MORE

  5. 4. Retail Pharmacy Market in Kigali - A game theoretical application on antimicrobial resistance

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Agnes My Durbeej-Hjalt; [2022]
    Keywords : antimicrobial resistance; over-the-counter antibiotics; retail pharmacy market; Rwanda; game theory; Business and Economics;

    Abstract : Antimicrobial resistance is an acute global health problem. Sub-Saharan Africa is particularly vulnerable, where antibiotic self-medication is one of the main causes of antimicrobial resistance. Previous research points to the role of pharmacies, where antibiotics are sometimes sold over the counter. READ MORE

  6. 5. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Nikolas Tsigkas; [2022]
    Keywords : Commodity Derivatives; Emissions Trading; Term Structure; Nonparametric Curve Estimation; Hedging; Stochastic Optimisation; Monte Carlosimulation; Market Microstructre; Systematic Risk Factors;

    Abstract : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. READ MORE