Essays about: "loan thesis"

Showing result 16 - 20 of 143 essays containing the words loan thesis.

  1. 16. Multi-Armed Bandit to optimize the pricing strategy for consumer loans

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Joachim Nilsson; [2022]
    Keywords : Technology and Engineering;

    Abstract : This thesis explores the possibility of framing the problem of setting prices for consumer loans on loan comparison sites as a Multi-Armed Bandit Problem. The problem is solved by creating a Multi-Armed Bandit environment based on SEB:s expert knowledge of the problem. READ MORE

  3. 17. Pricing collateralized loan obligation tranches using machine learning : Machine learning applied to financial data

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

    Author : Marcus Enström; [2022]
    Keywords : Collateralized loan obligation; Machine learning; Artificial neural networks; Financial data; Ensemble methods; Collateralized loan obligation; Maskininlärning; Artificiella neurala nätverk; Finansiell data; Ensemblemetoder;

    Abstract : Machine learning and neural networks have recently become very popular in a large category of domains, partly thanks to their ability to solve complex problems by finding patterns in data, but also due to an increase in computing power and data availability. Successful applications of machine learning include for example image classification, natural language processing, and product recommendation. READ MORE

  4. 18. The future of farm succession : how alternative financial solutions could facilitate Swedish farm successions

    University essay from SLU/Dept. of Economics

    Author : Ebba Sundström; Joel Jonsson; [2022]
    Keywords : Farm succession; capital structure; information asymmetry; alternative financial solutions;

    Abstract : This thesis develops an understanding of how Swedish beginning farmers choose between different sources of financing and examine how these preferences could be used in assessing a new alternative financial solution to facilitate farm successions. This has been done through a qualitative case study were six young farmers in the region of Mälardalen, facing a generational renewal, have been interviewed. READ MORE

  5. 19. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

    University essay from Lunds universitet/Matematisk statistik

    Author : Jan Müller; [2022]
    Keywords : Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

    Abstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE

  6. 20. Artificial Intelligence and Machine Learning usage in credit risk management - A study from the Swedish financial services industry

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Aila Emma Mesihovic; Henrik Nordström; [2021-02-24]
    Keywords : ;

    Abstract : Credit risk management is a fundamental process established in almost every financial institution. There are various tools and methods that financial institutions can use in order to mitigate risks among their loan takers. READ MORE