Essays about: "finansiella marknader"

Showing result 1 - 5 of 63 essays containing the words finansiella marknader.

1. 1. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor

   University essay from KTH/Matematik (Avd.)

   Author : Benjamin Neander; Victor Mattson; [2023]
   Keywords : Zero-coupon bond; Vasicek model; Two-factor interest rate model; Stochastic volatility.; Nollkupongobligation; Vasicek model; Räntemodell med två faktorer; Stokastisk volatilitet.;

   Abstract : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. READ MORE

3. 2. Impact of offtake mechanisms on wind turbine selection and design in North and Central Europe

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

   Author : Gesa Reiter; [2023]
   Keywords : Wind energy; offtake mechanisms; wind turbine configuration and design; rated power; capacity factor; Renewable Energy Sources Act; EEG; PPA; merchant; profitability; NPV; IRR; Vindkraft; upphandlingsmekanismer; vindturbiners konfiguration och utformning; nominell effekt; kapacitetsfaktor; lagen om förnybara energikällor; EEG; energiköpsavtal; handelsprissättning; lönsamhet; NPV; IRR;

   Abstract : Wind power has become a major supplier of electricity in the European market in the last years. In 2020, 13% of electricity generated on the European continent was wind energy (onshore and offshore) and these shares are projected to increase in the next years due to reasons such as climate change and the energy security aspect. READ MORE

4. 3. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing

   University essay from KTH/Matematisk statistik

   Author : Hannes Backe; David Rydberg; [2023]
   Keywords : Smart Order Routing; Market Microstructure; Statistical Modelling; Survival Analysis; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest; Smart Order Routing; Marknadsmikrostruktur; Statistisk Modellering; Överlevnadsanalys; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest;

   Abstract : The modern electronic financial market is composed of a large amount of actors. With the surge in algorithmic trading some of these actors collectively behave in increasingly complex ways. Historically, academic research related to financial markets has been focused on areas such as asset pricing, portfolio management and financial econometrics. READ MORE

5. 4. Post-trade: An Examination of Blockchain Technology’s Capabilities for Future Development

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

   Author : Pouria Parvaneh; Ludvig Strand; [2023]
   Keywords : Post-trade; CSD; CCP; Smart Contracts; Blockchain; Layer-two; AI; Post-trade; CSD; CCP; Smarta kontrakt; Blockkedja; Lager-två; AI;

   Abstract : Financial markets have a major role in economic development. An area of the financial industry is securities trading consisting of several stages such as pre-trade, trade execution and post-trade processing. This study has focused on the post-trade stage of securities trading with a particular focus on central securities depositories (CSD). READ MORE

6. 5. Credit Scoring Based on Behavioural Data

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

   Author : Daniel Bouvin; Erik Hamberg; [2022]
   Keywords : Banking; Behavior; Behaviour; Credit Modelling; Klarna; Logistic Regression; Machine Learning; Neural Networks; Random Forests; XGBoost;

   Abstract : Credit modelling has traditionally been done by credit institutes based on financial data about the individuals requesting the credit. While this has been sufficient in lowering risk in developed economies with plenty of financial data it is inefficient in developing economies and fails to reach the unbanked population. READ MORE