Essays about: "swap"
Showing result 1 - 5 of 144 essays containing the word swap.
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1. 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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2. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market
University essay from Göteborgs universitet/Graduate SchoolAbstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE
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3. Energy in the Transportation System - A comparison of charging infrastructure scenarios
University essay from Lunds universitet/Industriell elektroteknik och automationAbstract : A functioning charging infrastructure is crucial for achieving full-scale national electrification within the transport sector. The system is likely to consist of different charging technologies, all with the main objective of providing efficient energy replenishment services. READ MORE
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4. Identification and evaluation of solutions for long-haul electric road freight.
University essay from Linköpings universitet/Logistik- och kvalitetsutvecklingAbstract : Road freight transportation is important for the development of the global economy and, at the same time, one of the most destructive businesses when it comes to the environment and human health. As societies evolve, the need for freight transportation increases and the transport demand cannot in a sustainable way be fulfilled with the use of diesel trucks as it is done today. READ MORE
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5. Modelling Proxy Credit Cruves Using Recurrent Neural Networks
University essay from KTH/Matematisk statistikAbstract : 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