Essays about: "eur"

Showing result 21 - 25 of 104 essays containing the word eur.

  1. 21. Risk Measurement and Performance Attribution for IRS Portfolios Using a Generalized Optimization Method for Term Structure Estimation

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Fredrik Gerdin Börjesson; Christoffer Eduards; [2021]
    Keywords : Interest rate measurement; term structures; multiple yield curves; principal component analysis; systematic risk; risk factors; term structure simulation; Latin hypercube sampling with dependence; risk measurement; value-at-risk; expected shortfall; interest rate swap; performance attribution;

    Abstract : With the substantial size of the interest rate markets, the importance of accurate pricing, risk measurement and performance attribution can not be understated. However, the models used on the markets often have underlying issues with capturing the market's fundamental behavior. READ MORE

  3. 22. Index replication within Corporate Investment Grade - With implementation of Lasso regression in order to analyze the impact of key figures

    University essay from KTH/Matematik (Avd.)

    Author : Shaida Faiqi; [2021]
    Keywords : Lasso Regression; Linear Programming; Index Tracking; Lasso regression; linjär programmering; index replikering;

    Abstract : The fixed income market is not as exploited as other markets and has a more complex structure compared with the equity market. On the other hand, it has been seen that demand for research for the fixed income market has increased, which in turn has created greater interest in studying the characteristics of holdings in the market. READ MORE

  4. 23. Strategies for mitigating foreign exchange risk

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fredrik Bergman; Markus Rosén; [2021]
    Keywords : FX Risk; FX Exposure; FX Hedging; Cash Flow-at-Risk; Optimal Hedging Strategy; Business and Economics;

    Abstract : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. READ MORE

  5. 24. Casually Connecting with Customers : A study on how B2B microenterprises use customer data from social media in order to increase sales

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Julia Robertsson; Anne Carlsson; Sanne Pedersen; [2021]
    Keywords : social selling; relationship; trust; customer data; data collection; data utilization;

    Abstract : This study is using an inductive explorative approach to investigate how micro-enterprises within the marketing consulting industry collect and use data for the purpose of increasing sales. A micro-enterprise is considered to be a company that employs no more than 10 people and/or whose annual turnover is no more than 2 million EUR. READ MORE

  6. 25. Light electric freight vehicle concept : A pedal assist trike designed for urban last mile deliveries

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : ANTON JOHNNER OLIN; TAREK PENSER; [2021]
    Keywords : Light electric freight vehicle; last mile delivery; trike; pedal assist; Elektriskt fordon; leveransfordon; trehjuling; pedalassistans;

    Abstract : In recent years there has been a shift in the way consumer products are being purchased shifting from physical in-store shopping to online shopping. A vast amount of goods, express deliveries and simple returns have led to the need for new tools and methods for the delivery industry. READ MORE