Essays about: "advanced thesis in finance"

Showing result 1 - 5 of 14 essays containing the words advanced thesis in finance.

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. Static Analysis Of Client-Side JavaScript Code To Detect Server-Side Business Logic Vulnerabilities

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

   Author : Frederick van der Windt; [2023]
   Keywords : JavaScript; Static Analysis; Business Logic Vulnerabilities; Client-side; Fuzzing; Black-box; JavaScript; statisk analys; sårbarheter i affärslogiken; klientsidan; Fuzzing; Black-box;

   Abstract : In the real world, web applications are crucial in various domains, from e-commerce to finance and healthcare. However, these applications are not immune to vulnerabilities, particularly in business logic. Detecting such vulnerabilities can be challenging due to the complexity and diversity of application functionality. READ MORE

4. 3. Rethinking Execution Layer Front-Running Protection with Threshold Encryption : F3B: A Per-Transaction Front-Running Protection Architecture with Low-Latency Overhead

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

   Author : Ziyan Qu; [2023]
   Keywords : Blockchain; Front Running; Threshold Encryption; Blockchain; Front Running; Tröskelkryptering;

   Abstract : Blockchain is a decentralized and immutable append-only ledger. Smart contracts, the self-executing programs on blockchain, help build the Decentralized Finance (DeFi) markets. Front-running is the practice of benefiting from advanced knowledge of pending transactions. READ MORE

5. 4. Volatility Forecasting using GARCH Processes with Exogenous Variables

   University essay from KTH/Matematisk statistik

   Author : Ellis Larson; [2022]
   Keywords : Stochastic process; GARCH model; Volatility; Exogenous variables; Evaluation metrics.; GARCH; Volatilitet; Exogena variabler; Evalueringsmetriker.;

   Abstract : Volatility is a measure of the risk of an investment and plays an essential role in several areas of finance, including portfolio management and pricing of options. In this thesis, we have implemented and evaluated several so-called GARCH models for volatility prediction based on historical price series. READ MORE

6. 5. Wall Street on a Mission I (Re)instating the Legitimacy of Finance for Development: An Analysis of the Global Investors for Sustainable Development Alliance (GISD)

   University essay from Lunds universitet/Statsvetenskapliga institutionen

   Author : Aicha Chabbi; [2021]
   Keywords : SDG funding; global recession; public debt; Global Investors for Sustainable Development Alliance GIDS ; legitimacy; Law and Political Science;

   Abstract : According to estimates advanced by the United Nations, the annual SDG funding gap amounts to $2.5 trillion. The covid-19 pandemic further exacerbated the underlying issues as the global recession led to an unprecedented rise in public debts and economic distress triggered by defaults, capital flights and fiscal austerity. READ MORE