Essays about: "market risk measuring"

Showing result 1 - 5 of 55 essays containing the words market risk measuring.

  1. 1. Modelling Proxy Credit Cruves Using Recurrent Neural Networks

    University essay from KTH/Matematisk statistik

    Author : Lucas Fageräng; Hugo Thoursie; [2023]
    Keywords : Deep Neural Networks; Credit Risk; Financial Modelling; LSTM; Credit Default Swaps; Credit Valuation Adjustment; Djupa Neurala Nätverk; Kreditrisk; Finansiell Modellering; LSTM; Kreditswappar; Kreditvärderingsjustering;

    Abstract : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. READ MORE

  3. 2. Navigating Impact: A Qualitative Study on Impact Investing in Kenya's Venture Capital Landscape

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Rasmus Nordin; Linnea Svanberg; [2023]
    Keywords : Impact Investing; Venture Capital; Kenya; Measuring Impact; Convergence;

    Abstract : Impact investing has the potential to allocate capital and innovation to address some of the most urgent and complex problems facing humanity and the planet. The purpose of this thesis is to study how impact investing is practiced and perceived in Kenya, mainly from a venture capital professional's perspective. READ MORE

  4. 3. Development and Evaluation of an Enzyme-Based Sunscreen

    University essay from Lunds universitet/Bioteknik; Lunds universitet/Bioteknik (master)

    Author : Karolina Eriksson Torfgård; [2023]
    Keywords : Enzyme activity; UV-filter; Protease; Biotechnology; Technology and Engineering;

    Abstract : Ultraviolet radiation (UVR), specifically of UVA and UVB, has been associated with the development of both photoaging and photo-carcinogenesis, potentially leading to cancer. The use of sun protection in the form of UV filters is known to minimize these damages. READ MORE

  5. 4. Developing an Infrastructure Index in Accordance with Investor Expectations

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

    Author : Ludvig Frykholm; Jacob Toresson; [2022]
    Keywords : infrastructure; infrastructure investments; infrastructure index; infrastructure asset class; index methodology; listed equity market; infrastruktur; infrastrukturinvesteringar; infrastrukturindex; infrastruktur som tillgångsklass; indexmetodik; aktiemarknad;

    Abstract : Infrastructure consists of facilities and services that are considered essential to the functioning and economic productivity of society (Preqin, 2022). The rapid economic growth over the past decades has led to an increase in the demand for fundamental functions such as energy, telecommunications, and transportation. READ MORE

  6. 5. Optimised ESG portfolios. Does sustainability sacrifice profit?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Eric Hellstedt; [2022]
    Keywords : ESG; Sustainable investment; portfolio selection; portfolio optimisation; Sharpe ratio; Business and Economics;

    Abstract : The purpose of this thesis is to investigate the relationship between ESG and portfolio investment. More specifically, we investigate if sustainable portfolios that focus on good ESG performance requires sacrificing profit or if it is possible to maintain a sustainable portfolio with a high financial gain. READ MORE