Essays about: "derivatives"

Showing result 1 - 5 of 328 essays containing the word derivatives.

  1. 1. Valuation of interest rate instruments under backward-looking forward rate framework

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Guanyu Yang; [2024]
    Keywords : IBOR; Backward-looking rates; Valuation of interest rate derivatives;

    Abstract : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. READ MORE

  3. 2. Land cover classification using machine-learning techniques applied to fused multi-modal satellite imagery and time series data

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Anastasia Sarelli; [2024]
    Keywords : Geography; GIS; Land Cover Classification; Landsat; Machine Learning; Earth and Environmental Sciences;

    Abstract : Land cover classification is one of the most studied topics in the field of remote sensing, involving the use of data from satellite sensors to analyze and categorize different land surface types. There are numerous satellite products available, each offering different spatial, spectral, and temporal resolutions. READ MORE

  4. 3. Microbial production of chemical building blocks from lignin

    University essay from Lunds universitet/Teknisk mikrobiologi

    Author : Kevin Bertilsson; [2024]
    Keywords : Lignin; Green plastic; Vanillin; Microbial production; Applied microbiology; Biology and Life Sciences;

    Abstract : Plastics, derived from fossil fuels, have raised considerable environmental concerns. This has prompted the search for sustainable and safer plastic precursors alternatives. One alternative explored in the present study is vanillin, a phenolic compound derived from lignin, an abundant and renewable natural polymer. READ MORE

  5. 4. The use of derivatives in corporate risk management - A value adding strategy?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Agnes Strignert; [2024]
    Keywords : Risk Management; Derivatives; Hedging; Modigliani-Miller; Porsche;

    Abstract : Part I:This study highlights the role of active risk management of currency risk exposure within large listed non-financial European firms. In the aftermath of the global pandemic and invasion of Ukraine, many firm across the global has experienced challenges in terms of sustaining stable cash flows. READ MORE

  6. 5. 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