Essays about: "libor"

Showing result 6 - 10 of 15 essays containing the word libor.

  1. 6. Online Spoof Illustrations in the Aftermath of a Reputational Brand Crisis: Defining the Phenomenon and Its Consequences for Brand Management

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Eric Eichinger; Jens Gudacker; [2016]
    Keywords : Spoof Illustrations; Brand Parody; Crisis Management; Stakeholder Online Reactions; Corporate Reputation; Strategic Brand Management; Business and Economics;

    Abstract : Purpose: The purpose of this thesis is to explore the phenomenon of online spoof illustrations that are created in the aftermath of a reputational brand crisis. In a first step, characteristics of these illustrations are assessed and categorized. Subsequently, their impact on a brand’s reputation is investigated. READ MORE

  3. 7. An Introduction to Modern Pricing of Interest Rate Derivatives

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

    Author : Hossein Nohrouzian; [2015]
    Keywords : Interest Rates; Negative Interest Rates; Market Model; Martingale; Security Market Model; Term Structure Model; Risk-Neutral Measure; Forward-Neutral Measure; LIBOR; HJM; Collateral; Swap; Tenor; Interest Rate Derivatives; CSA Agreement; Bachelier.;

    Abstract : This thesis studies interest rates (even negative), interest rate derivatives and term structure of interest rates. We review the different types of interest rates and go through the evaluation of a derivative using risk-neutral and forward-neutral methods. READ MORE

  4. 8. Efficient Sensitivity Analysis using Algorithmic  Differentiation in Financial Applications

    University essay from KTH/Matematisk statistik

    Author : Ludvig Lamm; Erik Sunnegårdh; [2015]
    Keywords : ;

    Abstract : One of the most essential tasks of a financial institution is to keep the financial risk the institution is facing down to an acceptable level. This risk can for example be incurred due to bought or sold financial contracts, however, it can usually be dealt with using some kind of hedging technique. READ MORE

  5. 9. Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps

    University essay from KTH/Matematisk statistik

    Author : Martin Hellander; [2015]
    Keywords : OTC derivatives; Credit Value Adjustment; Debit Value Adjustment; wrongway risk; interest rate swaps; LIBOR Market Model; Cox-Ingersoll-Ross process.;

    Abstract : In this thesis, the pricing of counterparty credit risk on an OTC plain vanilla interest rate swap is investigated. Counterparty credit risk can be defined as the risk that a counterparty in a financial contract might not be able or willing to fulfil their obligations. This risk has to be taken into account in the valuation of an OTC derivative. READ MORE

  6. 10. Pricing Interest Rate Derivatives in the Multi-Curve Framework with a Stochastic Basis

    University essay from KTH/Matematisk statistik

    Author : Zakaria El Menouni; [2015]
    Keywords : ;

    Abstract : The financial crisis of 2007/2008 has brought about a lot of changes in the interest rate market in particular, as it has forced to review and modify the former pricing procedures and methodologies. As a consequence, the Multi-Curve framework has been adopted to deal with the inconsistencies of the frameworks used so far, namely the single-curve method. READ MORE