Essays about: "term structure models"

Showing result 1 - 5 of 82 essays containing the words term structure models.

  1. 1. Determinants of Capital Structure: An Empirical Study on Swedish FinTech Firms

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Martin Skålander; Love Claesson; [2022]
    Keywords : Capital Structure; Pecking Order Theory; Trade-off Theory; Sweden; FinTech;

    Abstract : This paper aims to examine the determinants of capital structure and its effect on Swedish FinTech firms. The theoretical framework used is the trade-off theory and the pecking-order theory. READ MORE

  2. 2. Competing on sustainability - A study on stakeholder interaction, becoming truly sustainable and obtaining a sustained competitive advantage in an industry characterized by low sustainability maturity

    University essay from Lunds universitet/Produktionsekonomi

    Author : Kristina Källner; Anna Lundberg; [2022]
    Keywords : Sustainability; cold chain; pharmaceutical industry; stakeholder theory; sustainable business models; VRIO analysis; truly sustainable; competitive advantage; Technology and Engineering;

    Abstract : Although more and more companies are facing increasing pressure to take responsibility for their actions impacting sustainability, the pharmaceutical industry and in extension the cold chain solutions industry, have previously been exempted from scrutiny. Research on sustainability in the industry is lagging, why this master thesis aims to explore how sustainability can be incorporated into the business model while avoiding creating a disconnect between corporate strategy and actual sustainability impact. READ MORE

  3. 3. An evaluation of deep learning models for urban floods forecasting

    University essay from KTH/Geoinformatik

    Author : Yang Mu; [2022]
    Keywords : Urban flooding forecasting; Convolutional neural networks; Deep learning; Physically-based simulation; Recurrent neural network; Stadsöversvämningsprognoser; konvolutionella neurala nätverk; djupinlärning; fysiskt baserad simulering; återkommande neurala nätverk;

    Abstract : Flood forecasting maps are essential for rapid disaster response and risk management, yet the computational complexity of physically-based simulations hinders their application for efficient high-resolution spatial flood forecasting. To address the problems of high computational cost and long prediction time, this thesis proposes to develop deep learning neural networks based on a flood simulation dataset, and explore their potential use for flood prediction without learning hydrological modelling knowledge from scratch. READ MORE

  4. 4. Probability of Default Term Structure Modeling : A Comparison Between Machine Learning and Markov Chains

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Hugo Englund; Viktor Mostberg; [2022]
    Keywords : Machine Learning; Deep Neural Networks; XGBoost; Probability of Default; Term Structure Modeling; IFRS 9; Maskininlärning; Djupa neuronnät; XGBoost; Fallisemangsrisk; Terminsstruktursmodellering; IFRS 9;

    Abstract : During the recent years, numerous so-called Buy Now, Pay Later companies have emerged. A type of financial institution offering short term consumer credit contracts. As these institutions have gained popularity, their undertaken credit risk has increased vastly. Simultaneously, the IFRS 9 regulatory requirements must be complied with. READ MORE

  5. 5. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Nikolas Tsigkas; [2022]
    Keywords : Commodity Derivatives; Emissions Trading; Term Structure; Nonparametric Curve Estimation; Hedging; Stochastic Optimisation; Monte Carlosimulation; Market Microstructre; Systematic Risk Factors;

    Abstract : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. READ MORE