Essays about: "Rose model"

Showing result 1 - 5 of 44 essays containing the words Rose model.

  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

  2. 2. Unravelling the Complexity Puzzle: Evaluating the Relevance of Traditional Change Management Models in a Complex Environment

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Nelly Pohl; Anna-Rose Fitzgibbon; [2023]
    Keywords : change management; complexity; Lewin’s three-step model of change; Kotter’s eight-step model; ADKAR; traditional change management models; complex environment; Business and Economics;

    Abstract : Traditional change management models have been widely used to manage organisational change. However, this integrative literature review paper questions their relevance in environments characterised by complexity due to the intricate nature of challenges and uncertainties in these contexts. READ MORE

  3. 3. Higher education in the Post- Pandemic Era: : International students’ perceptions of the use of technology and blended learning

    University essay from Stockholms universitet/Institutionen för pedagogik och didaktik

    Author : Rose Ally; [2023]
    Keywords : International students; Sweden; Higher education; Online-learning; Hybrid learning; Blended learning; Post-pandemic era;

    Abstract : The present thesis explores the experience of international students in Sweden with blended learning and the uses of technology during the post-pandemic era. Based on a qualitative design, and semi-structured interviews with six international students, participation and experience in the transition from off-campus learning to on-campus learning has been identified. READ MORE

  4. 4. Non-perturbative models of diffractive hadronic collisions

    University essay from Lunds universitet/Teoretisk partikelfysik - Geonomgår omorganisation

    Author : Edgars Karnickis; [2022]
    Keywords : diffractive process; proton-proton collision; elastic; parton; PDF; saturation; Physics and Astronomy;

    Abstract : In this thesis, a new model for diffractive proton-proton collisions is presented. Interpreting protons as systems of many partons, we treat diffraction in terms of elastic interactions between the partons of the colliding protons. READ MORE

  5. 5. Stock Market Volatility in the Context of Covid-19

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Liu Kunyu; [2022]
    Keywords : The U.S. stock market; COVID-19; volatility clustering; GARCH models; leverage effect;

    Abstract : The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has also experienced greater volatility. READ MORE