Essays about: "thesis bank market performance"
Showing result 1 - 5 of 32 essays containing the words thesis bank market performance.
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1. Implementation and evaluation of the Heston-Queue-Hawkes option pricing model
University essay from Uppsala universitet/Sannolikhetsteori och kombinatorikAbstract : Introduction: This thesis presents a python implementation and evaluation of the Heston-Queue-Hawkes (HQH) model, a recent jump-diffusion model for pricing options. The model is capable of tracking options for a wide range of different underlying assets. READ MORE
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2. An empirical study of the impact of data dimensionality on the performance of change point detection algorithms
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : When a system is monitored over time, changes can be discovered in the time series of monitored variables. Change Point Detection (CPD) aims at finding the time point where a change occurs in the monitored system. READ MORE
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3. The influence of institutional factors on the effectiveness of global product launch
University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomiAbstract : In today’s fast-changing markets, many international firms invest a significant amount of money in terms of marketing and technology to launch their products globally. To reduce such costs, a better understanding of the factors that affect the performance of global products launch is needed. READ MORE
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4. Improving term structure measurements by incorporating steps in a multiple yield curve framework
University essay from Linköpings universitet/ProduktionsekonomiAbstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE
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5. Heading Home: A Case Study of Handelsbanken's Nordic Market Exits
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Recent trends and changes in the banking market have transformed the competitive landscape and forced banks to rethink their internationalization strategies. One of these banks is Handelsbanken, one of Sweden's largest banks, which announced its divestment of its Danish and Finnish operations in October 2021. READ MORE