Essays about: "interest rate investment"

Showing result 1 - 5 of 72 essays containing the words interest rate investment.

  1. 1. Modeling of non-maturing deposits

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Fredrik Stavrén; Nikita Domin; [2019]
    Keywords : Financial mathematics; time series analysis; replicating portfolio; risk management; risk analysis; econometric anaylsis; non-maturing deposits; SARIMA; Random forest regression; EBA; BCBS; Finansiell matematik; tidsserieanalys; replikeringsportfölj; riskhantering; riskanalys; Ekonometrisk analys; Icke-tidsbunden inlåning; ARIMA; SARIMA; SARIMAX; Random Forest Regression; EBA; BCBS;

    Abstract : The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an investment and funding perspective.Modeling of non-maturing deposits is a very broad subject. READ MORE

  2. 2. Electric roads as future road transport : A study of Electric Road System (ERS) to facilitate sustainable road transport for passenger cars

    University essay from KTH/Energiteknik

    Author : Rose-Marie Nashed; [2019]
    Keywords : Electric roads; ERS; road transport; conductive; charge; sustainability; infrastructure; passenger cars; social investment; CBA; electric vehicles; environment; automotive industry; implementation; decision-making;

    Abstract : Sweden is a geographically large and sparsely populated country, with a need for road transport for individuals as well as for logistics. Domestic road transport largely contributes to air pollutions, where passenger cars account for the largest share. READ MORE

  3. 3. The relationship between foreign direct investments and exchange rates - A quantitative analysis of how the exchange rate is affecting the FDI inflows in South Korea and China

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Viktor Lindström; Erik Sten; [2018-06-26]
    Keywords : Foreign direct investments referred to as FDI ; real effective exchange rate; volatility; real interest rate; appreciation; depreciation;

    Abstract : This study investigates the effect of exchange rate movements on foreign direct investment (FDI) inflows. According to previous studies, it seems to be a significant correlation between exchange rate movements and the FDI inflows. However, the result differs depending on different factors and motives. READ MORE

  4. 4. Anticipated Events’ Impact on FX Options’ Implied Volatility

    University essay from Lunds universitet/Matematisk statistik

    Author : Frej Håkansson; Björn Nilsson; [2018]
    Keywords : Volatility frown; implied volatility; jump model; anticipated event; SABR; FX Options; Mathematics and Statistics;

    Abstract : Understanding events’ impact on financial instruments are crucial for the participants in the financial markets. Here we propose an approach to model an anticipated event’s impact on the prices of FX options, represented in implied volatility. READ MORE

  5. 5. Linkages between the Chinese stock market and the macroeconomic climate in the U.S. and EU

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gabriel Ekman; Petter Månsby; [2018]
    Keywords : VECM; Impulse Responses; Variance Decomposition; Chinese stock market; macroeconomic linkages; finacial integration; Business and Economics;

    Abstract : The purpose of this paper is to examine the relationship between investments in the Chinese stock market and shocks to the macroeconomic climate in the U.S. and in the EU. READ MORE