Essays about: "term structure models"
Showing result 11 - 15 of 86 essays containing the words term structure models.
-
11. 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/ProduktionsekonomiAbstract : 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
-
12. An evaluation of deep learning models for urban floods forecasting
University essay from KTH/GeoinformatikAbstract : 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
-
13. Probability of Default Term Structure Modeling : A Comparison Between Machine Learning and Markov Chains
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : 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
-
14. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread
University essay from Lunds universitet/Matematisk statistikAbstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE
-
15. The influence of EPS and DPS on share price movements in Nordic tenbaggers
University essay fromAbstract : This study investigates the influence of earnings per share (EPS) and dividend per share (DPS) on the share price movements of tenbaggers in the Nordic region. The term tenbagger was first coined by the famous investor Peter Lynch and it refers to shares that have generated a return of over 900 percent. READ MORE