Essays about: "swaps"
Showing result 1 - 5 of 100 essays containing the word swaps.
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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. 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
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4. Object Recognition and Tracking of Bolts: A Comparative Analysis of CNN Models and Computer Vision Techniques : A Comparison of CNN Models and Tracking Algorithms
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : The newer generation industry 4.0 focuses on development of both flexibility and autonomy for power tools used by companies in different mechanical areas and assembly lines. One area for automation is the application of computer vision in power tools to detect, identify and track bolts. READ MORE
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5. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE