Essays about: "Over-the-Counter market"

Showing result 1 - 5 of 16 essays containing the words Over-the-Counter market.

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. 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

4. 3. 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

5. 4. Illiquidity and Its Threats - A Study of the U.S. Corporate Bond Market

   University essay from Lunds universitet/Matematisk statistik

   Author : Adam Löfquist; Erik Ottosson; [2021]
   Keywords : Liquidity; price dispersion; Hui-Heubel liquidity ratio; ILLIQ; TRACE; U.S. corporate bonds; Over-the-Counter market; regression analysis; return modelling; stressed market conditions.; Mathematics and Statistics;

   Abstract : In recent times of market turmoil, liquidity risk has become a big talking point. As certain Swedish fixed income funds, which were advertised as safe investment options, closed for a few trading days in March of 2020 due to the extremely high stress on the market, questions about how illiquidity a↵ects risk and return were asked. READ MORE

6. 5. Survival in the Retail Apocalypse : A qualitative study about surviving the retail apocalypse as a retailer

   University essay from Högskolan Kristianstad/Fakulteten för ekonomi

   Author : Måns Nilsson; Christoffer Oveby; [2020]
   Keywords : ;

   Abstract : The retail apocalypse has a significant impact on the retail sector as we know it. The retail apocalypse is the reason for a harsh economic climate for physical retail stores throughout the world. The purpose of this study was to examine how sales personnel in retail stores can act as a competitive advantage when facing the retail apocalypse. READ MORE