Essays about: "räntor"
Showing result 11 - 15 of 52 essays containing the word räntor.
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11. Optimal Capital Structures under the Vasicek Stochastic Interest Rate Model
University essay from KTH/Matematik (Avd.)Abstract : This study applies the Vasicek stochastic interest rate model in order to determine optimal capital structures for listed firms. A Swedish interest rate data set is used to estimate Vasicek model parameter that are reliable and independent of initial start values. READ MORE
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12. Nowcasting U.S. inflation using mixed frequency real-time data
University essay from Lunds universitet/Matematisk statistikAbstract : Different models were developed with the aim of nowcasting inflation at a daily basis with high frequency variables, while using real-time data to avoid look ahead bias. Both popular machine learning models such as Random Forest and XGBoost, and more traditional models such as UMIDAS and Almon distributed lag models were used to make the nowcasts. READ MORE
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13. Modeling Interest Rate Risk in the Banking Book
University essay from KTH/Matematik (Avd.)Abstract : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. READ MORE
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14. Financial Modelling Using Fractional Processes And The Wiener Chaos Expansion
University essay from KTH/Matematik (Avd.)Abstract : The aim of this thesis is to simulate stochastic models that are driven by a fractional Brownian motion process and to apply these methods to financial applications related to yield rate and asset price modelling. Several rough volatility processes are used to model the asset price and yield dynamics. READ MORE
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15. Real Estate M&A Motives : A Study of the Swedish Real Estate Market
University essay from KTH/Fastighetsföretagande och finansiella systemAbstract : In the aftermath of the Covid-19 pandemic, the economy has been in a state of recovery. A far-reaching recovery could be observed in 2021, as economic activities, financial markets and industries showed positive growth throughout the year. READ MORE