Essays about: "interest rate differential"

Showing result 1 - 5 of 16 essays containing the words interest rate differential.

  1. 1. Implementation and study of boundary integral operators related to PDE:s in the plane

    University essay from Lunds universitet/Matematik LTH

    Author : Erik Andersson; [2023]
    Keywords : Boundary integral equation; Singular integral operator; Product integration; Close evaluation; Numerical integration; MATLAB; Mathematics and Statistics;

    Abstract : The method of solving boundary value problems of partial differential equations numerically by first reformulating the problem as a boundary integral equation has many advantages over other methods, but also some unique difficulties. Some of these difficulties stem from problems in evaluating singular or nearly singular integral operators, and solving these difficulties is an active field of research. READ MORE

  3. 2. How does unexpected news about employment affect the exchange rate?

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Otto Aspemo; Joel Grönblad; [2023]
    Keywords : Central Bank; Employment Change; Exchange Rate; Interest Rate Differential; Monetary Policy; UncoveredInterest Rate Parity Condition;

    Abstract : The research conducted intends to examine how unexpected changes in employment may affect both exchange rates and interest rates. The results used in the analysis are extracted by running two ordinary least squares regressions with data structured as an unbalanced panel. READ MORE

  4. 3. The combination of SFDI with a mathematical model links perturbation in microcirculation to early stages of sepsis

    University essay from Linköpings universitet/Institutionen för medicinsk teknik

    Author : Caroline Korsfeldt; Sara Karajica; [2022]
    Keywords : SFDI; SFDS; mathematical modeling; sepsis;

    Abstract : The microcirculation system is crucial for the function of delivering biological markers such as oxygen and removing carbon dioxide from all the cells forming the complex ma- trix of tissue in the body. To keep up with the demands of each and every cell, there is a response from the microvasculature - resulting from for instance changes in blood flow to the tissue area. READ MORE

  5. 4. Pricing and Hedging of Financial Instruments using Forward–Backward Stochastic Differential Equations : Call Spread Options with Different Interest Rates for Borrowing and Lending

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

    Author : Abigail Hailu Berta; [2022]
    Keywords : Backward stochastic differential equations BSDEs ; Markovian BSDEs; Least square Monte Carlo method; Deep BSDE method; Nonlinear option pricing and hedging problems; Pricing and hedging in high dimensions.;

    Abstract : In this project, we are aiming to solve option pricing and hedging problems numerically via Backward Stochastic Differential Equations (BSDEs). We use Markovian BSDEs to formulate nonlinear pricing and hedging problems of both European and American option types. READ MORE

  6. 5. Transport of non-spherical particles in pipeflow with suction

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Emil Wångby; [2020]
    Keywords : Brownian motion; Non-spherical particles; Pipe flow;

    Abstract : The interest of how small non-spherical particles transport behaviour when transported in pipe-flow is of large interest in a variety applications. This kind of theory have been used when studying composite manufacturing and how particles behaves in the human lungs. READ MORE