Essays about: "contract value"

Showing result 1 - 5 of 130 essays containing the words contract value.

1. 1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

   University essay from Göteborgs universitet/Graduate School

   Author : Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
   Keywords : Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

   Abstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE

3. 2. Lifelong learning at Scania and KTH : A qualitative study on community of practice as a learning method in contract education

   University essay from KTH/Lärande

   Author : Felix Alin; [2023]
   Keywords : Lifelong learning; sustainability; contract education; community; community of practice; virtual communities; Livslångt lärande; hållbarhet; uppdragsutbildning; gemenskap; praxisgemenskap; virtuella gemenskaper;

   Abstract : This degree project examines the feasibility of implementing a community of practice within the contract education course ”Sustainable Transport Systems” offered at KTH Royal Institute of Sweden in collaboration with Scania. This degree project aims to investigate if it would be possible to increase participation in the course by creating study circles led by circle leaders who have completed the course. READ MORE

4. 3. To What Extent Top Managers' Compensation Impacts the Risk Aversion Phenomenon?

   University essay from Umeå universitet/Företagsekonomi

   Author : Maxime EONNET; Mathieu RUBY; [2023]
   Keywords : Executive Compensation; Risk Aversion; Agency Theory; Risk-taking Factors; Long-term; Short-term; Objectives; Accounting;

   Abstract : Executive compensation and its issues are a very sensitive subject, to be taken with apinch of salt, but it is above all a fascinating subject, which deserves a more globalunderstanding from people. Our study thus aims to determine to what extent executivecompensation and its structure, which may seem complex at first glance, play a role inthe risk aversion of executives. READ MORE

5. 4. BytaBostad : Can the perceived trustworthiness be improved by increasingthe navigability of a web application?

   University essay from Linköpings universitet/Institutionen för datavetenskap

   Author : Melker Forsberg; Erik Larsson; Fabian Widlund; Victor Blomberg; Anton Regosa; Erik Holm; Felix Sundbom; Niklas Müller Menck; [2023]
   Keywords : ;

   Abstract : This study investigates if the perceived trustworthiness of a web application can be improved as a result of improved navigability. To find an answer to this, a web applicationnamed BytaBostad was created. BytaBostad helps student get in touch with each otherand, by extension, exchange leasing contract. READ MORE

6. 5. The Predictive Power of Implied Volatility in Option Pricing

   University essay from KTH/Matematisk statistik

   Author : Lovisa Berglund; [2023]
   Keywords : Option Pricing; Black-Scholes; Finance; Implied Volatility; Applied Mathematics; Machine Learning; Optionsprissättning; Black-Scholes; Finans; Implicit Volatilitet; Tillämpad Matematik; Maskininlärning;

   Abstract : During the last few years, financial derivatives have been growing in trading volume. There seem to be a high demand and supply of derivatives on the market and one common derivative is the option contract. The option contract is frequently the subject of studies and many different pricing models have been created for options. READ MORE