Essays about: "Problems of pricing"

Showing result 1 - 5 of 98 essays containing the words Problems of pricing.

1. 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 School

   Author : Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
   Keywords : Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

   Abstract : 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

3. 2. Valuing Nature : A History of the Ecosystem Services Concept and Its Application in the Scandinavian Countries

   University essay from Uppsala universitet/Institutionen för arkeologi och antik historia

   Author : Dorrit Rahbek; [2023]
   Keywords : Ecosystem Services; Historical Ecology; Natural Capital; Commodification; Valuation; Environmental Policies; Sweden; Norway; Denmark;

   Abstract : Since the early 2000s, the ecosystem services concept has become increasingly popular internationally. It has also been central in Scandinavian environmental policies and projects. This thesis reviews the history of and the philosophical problems associated with the ecosystem services concept. READ MORE

4. 3. Problems caused by unilateral measures while taxing the digital economy: Does the value creation approach suggested by OECD solve the problem?

   University essay from Lunds universitet/Institutionen för handelsrätt

   Author : Priyanka Kumari Prasad; [2023]
   Keywords : Unilateral measures; Equalisation levy; Diverted Profit Tax; Digital economy; Value creation approach; Juridical double taxation; OECD s Pillar One.; Law and Political Science;

   Abstract : This thesis examines the challenges arising from unilateral measures taken by both developing and developed countries to protect their taxing rights in the digital economy, leading to issues of double taxation. It focuses on India's equalisation levy and the UK's diverted profits tax (DPT) as examples of unilateral measures. READ MORE

5. 4. Accurately extracting information from a finite set of different report categories and formats

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

   Author : Jonatan Holmbäck; [2023]
   Keywords : Text Extraction; PDF; Excel; Text Parsing; Data Analysis; Text Extrahering; PDF; Excel; Text Parsing; Data Analys;

   Abstract : POC Sports (hereafter simply POC) is a company that manufactures gear and accessories for winter sports as well as cycling. Their mission is to “Protect lives and reduce the consequences of accidents for athletes and anyone inspired to be one”. READ MORE

6. 5. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing

   University essay from KTH/Matematisk statistik

   Author : Hannes Backe; David Rydberg; [2023]
   Keywords : Smart Order Routing; Market Microstructure; Statistical Modelling; Survival Analysis; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest; Smart Order Routing; Marknadsmikrostruktur; Statistisk Modellering; Överlevnadsanalys; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest;

   Abstract : The modern electronic financial market is composed of a large amount of actors. With the surge in algorithmic trading some of these actors collectively behave in increasingly complex ways. Historically, academic research related to financial markets has been focused on areas such as asset pricing, portfolio management and financial econometrics. READ MORE