Essays about: "Term Structure Modeling"
Showing result 1 - 5 of 16 essays containing the words Term Structure Modeling.
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1. Development of a System Dynamic Model of Mental Healthcare Structure in Stockholm
University essay from KTH/Medicinteknik och hälsosystemAbstract : Mental illnesses are the leading cause of disability in the world today, affecting nearly a billion people including 14% of the world’s adolescents. Mental illnesses include both psychiatric conditions and inconveniences and is a broad term to describe multiple different conditions in varying severity. READ MORE
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2. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE
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3. Improving term structure measurements by incorporating steps in a multiple yield curve framework
University essay from Linköpings universitet/ProduktionsekonomiAbstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE
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4. Probability of Default Term Structure Modeling : A Comparison Between Machine Learning and Markov Chains
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : During the recent years, numerous so-called Buy Now, Pay Later companies have emerged. A type of financial institution offering short term consumer credit contracts. As these institutions have gained popularity, their undertaken credit risk has increased vastly. Simultaneously, the IFRS 9 regulatory requirements must be complied with. READ MORE
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5. The Hashtags Rivalry behind the Controversial Bill : A comparative study on the Opposition and Support Movement of Omnibus Law Bill in Indonesia.
University essay from Linnéuniversitetet/Institutionen för samhällsstudier (SS)Abstract : A controversial bill aimed to stimulate investment and boost the economy in Indonesia, called the Omnibus Law Bill, is followed by both protest and support expressed in social media prior to its signatories in October 2020. During that time, the Twittersphere is packed with both the Opposition and Support movement of the bill, who both benefit from the use of hashtags. READ MORE