Essays about: "reference rate"
Showing result 1 - 5 of 295 essays containing the words reference rate.
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1. Valuation of interest rate instruments under backward-looking forward rate framework
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. READ MORE
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2. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE
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3. Substation Digitalization for Medium Voltage Urban Distribution Networks : A Techno-Economic Analysis
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : High and medium-voltage digital substations play an essential role in the energy transition since they are part of the equipment required to deploy smart grids. With the gradual increase of smart grids, energy systems are becoming more flexible with the growing penetration of renewable energies and distributed energy generation. READ MORE
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4. Identification and Classification of TTS Intelligibility Errors Using ASR : A Method for Automatic Evaluation of Speech Intelligibility
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : In recent years, applications using synthesized speech have become more numerous and publicly available. As the area grows, so does the need for delivering high-quality, intelligible speech, and subsequently the need for effective methods of assessing the intelligibility of synthesized speech. READ MORE
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5. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations
University essay from Lunds universitet/Matematisk statistikAbstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE