Essays about: "equity implementation model"

Showing result 1 - 5 of 19 essays containing the words equity implementation model.

  1. 1. Evaluating Markov Chain Monte Carlo Methods for Estimating Systemic Risk Measures Using Vine Copulas

    University essay from KTH/Matematisk statistik

    Author : Rasmus Guterstam; Vidar Trojenborg; [2021]
    Keywords : Systemic Risk; Value-at-risk; Risk allocation; Risk contributions; Markov Chain Monte Carlo; No-U-Turn Sampler; Metropolis-Hastings; Monte Carlo; Vine Copula; Systemisk Risk; Value-at-risk; Riskallokering; Riskbidrag; Markov Chain Monte Carlo; No-U-Turn Sampler; Metropolis-Hastings; Monte Carlo; Vine Copula;

    Abstract : This thesis attempts to evaluate the Markov Chain Monte Carlo (MCMC) methods Metropolis-Hastings (MH) and No-U-Turn Sampler (NUTS) to estimate systemic risk measures. The subject of analysis is an equity portfolio provided by a Nordic asset management firm, which is modelled using a vine copula. READ MORE

  2. 2. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Accounting for Extension Risk

    University essay from KTH/Matematisk statistik

    Author : Karl Larsson; [2020]
    Keywords : Extension Risk; AT1; CoCo; Contingent Convertible; Bonds; Valuation; Financial Mathematics; Hybrid Capital; Förlängningsrisk; AT1; CoCo; Contingent Convertible; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

    Abstract : The investment and financing instrument AT1, or Contingent Convertible bond, has become popular in the post-crisis capital markets, prompting interest and research in the academic world. The instrument's debt definition but equity boosting properties makes it rather extraordinary, and its stochastic features makes multiple mathematical valuation methodologies relevant, especially with regard to the risk of extending the call date of the instrument. READ MORE

  3. 3. Climate Adaptation Strategies and Projections on Water Discharge in the Euphrates-Tigris River Basin

    University essay from Lunds universitet/Avdelningen för Teknisk vattenresurslära

    Author : Marika Mourujärvi; [2020]
    Keywords : Climate Adaptation: Climate projections: Water Discharge: Transboundary Issues: Euphrates-Tigris River Basin: Middle East; Technology and Engineering;

    Abstract : The main aim of this thesis is to analyse the climate adaptation strategies regarding water resources in the regional context of the three major riparians of the Euphrates and Tigris rivers: Turkey, Syria and Iraq. The objectives are: to base the analysis on the criteria benefit, consequences and limits to the social as well as the technical factors affecting the water availability and to use WW-HYPE, which is a HBV based model, to support literature on climate projections in the area. READ MORE

  4. 4. Reverse Mortgage in China Based on Game Theory

    University essay from KTH/Fastigheter och byggande

    Author : Yawen Lei; Ziwei Yang; [2019]
    Keywords : Reverse mortgage; game theory; China; Omvänd inteckning; spelteori; Kina;

    Abstract : The elderly population ratio in China had a continuous increasing trend in the past decade, which means that Chinese society has gradually entered an “aging society”. Lack of corresponding pension policies, huge population base and change in family structures all let the government bear huge pension pressure. READ MORE

  5. 5. contradictions of Transit Oriented Development (TOD) in low-income Neighborhoods: the case study of Rosengard, Malmo

    University essay from Malmö universitet/Fakulteten för kultur och samhälle (KS)

    Author : derakhti Laleh; [2019]
    Keywords : Transit-Oriented Development TOD ; Transit-Induced Gentrification; displacement; affordable housing; segregation; Rosengård.;

    Abstract : Transit-Oriented Development (TOD) is known as a mixed-use development near and oriented to public transport facilities. While TOD has become a predominant model of urban planning based on the idea that there will be both social and economic benefits of implementation, the recent popularity of TOD in many cities has provided a new focus for the gentrification–displacement debate as well as affordability paradox. READ MORE