Essays about: "risk sensitivities"
Showing result 11 - 15 of 17 essays containing the words risk sensitivities.
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11. Multiple Sides, Multiple Challenges : The Need for a Uniform Approach in Defining the Relevant Product Market in Abuse of Dominance Cases on Multi-Sided Markets
University essay from Uppsala universitet/Juridiska institutionenAbstract : The study shows that multi-sided markets pose difficulties when the relevant product market is to be defined. These difficulties pertain to two questions. The first question is whether one or several markets should be defined. In this regard, it is not easy to extract a coherent method from the cases examined. READ MORE
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12. Exotic Derivatives and Deep Learning
University essay from KTH/Matematisk statistikAbstract : This thesis investigates the use of Artificial Neural Networks (ANNs)for calculating present values, Value-at-Risk and Expected Shortfall ofoptions, both European call options and more complex rainbow options. Theperformance of the ANN is evaluated by comparing it to a second-order Taylorpolynomial using pre-calculated sensitivities to certain risk-factors. READ MORE
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13. Ångest hos hundar vid veterinärbesök: en överblick över problemet
University essay from SLU/Dept. of Animal Environment and HealthAbstract : Most dogs will at some point in their lives visit a veterinary clinic. Unfortunately, many dogs experience severe anxiety in the clinic, which not only compromises the dog’s welfare – it also poses a potential risk for the personnel at the veterinary clinic, seeing as they need to handle a frightened animal. READ MORE
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14. Factor Sensitivities to Alternative Macroeconomic Environments
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this thesis, we examine how different factors are exposed to alternative macroeconomic environments. We apply a range of different approaches in order to explore these relationships. Firstly, we analyse mean excess returns and Sharpe ratios of factors in different macroeconomic regimes. READ MORE
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15. Efficient Sensitivity Analysis using Algorithmic Differentiation in Financial Applications
University essay from KTH/Matematisk statistikAbstract : 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