Essays about: "thesis in CDS"

Showing result 16 - 20 of 48 essays containing the words thesis in CDS.

  1. 16. Systemic risk and bank equity valuation: A study of the market-to-book value and government guarantees

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Camilla Nydahl; Emma Rydén; [2019]
    Keywords : Government guarantees; Banks; Market-to-book value; Systemic risk; Financial crisis;

    Abstract : In previous research, it has been argued that a link exists between the equity valuation of a bank and its tail risk. The relationship has been attributed to government guarantees and how they create a synthetically low cost of debt, which increases the incentive to take on risk. READ MORE

  3. 17. Simulating Quantum Cascade Lasers with the Position and Energy Resolving Lindblad approach

    University essay from Lunds universitet/Matematisk fysik; Lunds universitet/Fysiska institutionen

    Author : Maitane Muñoz Basagoiti; [2019]
    Keywords : quantum cascade lasers; quantum transport; simulations; electron transport; Physics and Astronomy;

    Abstract : Over the past two decades, Quantum Cascade Lasers (QCLs) have become an increasingly popular source for mid-infrared and terahertz radiation. Nowadays, their experimental development progresses fast with the aid of computer simulations. These reproduce carrier dynamics in the gain medium of the laser based on different transport models. READ MORE

  4. 18. Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets

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

    Author : Oscar Britse; Johan Jarnmo; [2018]
    Keywords : credit default swap; CDS; CDS basket; greenhouse gas; emission; iTraxx; CDX; portfolio optimization; ECOBAR; Markowitz;

    Abstract : Global bond market capitalization amounts to approximately $100 trillion, compared to $60 trillion in the equity markets. Despite debt financing being a large part of the global financial market, the measurements and greenhouse gas reduction investment strategies to date are not nearly as thorough as for equity financing. READ MORE

  5. 19. Differences in consequences between peak arrivals and movement directions of an extreme rainfall in flood modeling

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Samuel Hermelin; [2018]
    Keywords : Uniform rain; CDS-rain; rain types; movement; peak arrivals; modelling; flooding; MIKE 21; climate change;

    Abstract : To avoid damages and costs for the society due to flooding is it important to be able to model accurate rain scenarios. Due to climate change is it thought that there will be more heavy rainfalls in the future which will increase the risk for flooding. READ MORE

  6. 20. An Analysis on Swedish Students’ Ability to Estimate Their Own Proficiency in Kanji Production

    University essay from Göteborgs universitet/Institutionen för språk och litteraturer

    Author : Benjamin Bergmann; [2017-01-27]
    Keywords : japanska; Japanese language; kanji; self-assessment; writing; intermediate;

    Abstract : This thesis examines Swedish students’ self-estimation regarding the proficiency in writing kanji characters. Various studies about Kanji exist, but investigations about writing are still limited. In addition, the study analyzed the respondent incorrect answers to see in which way they try to retrieve kanji characters. READ MORE