Sökning: "Sebastian Herbertsson"

Hittade 2 uppsatser innehållade orden Sebastian Herbertsson.

1. 1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
   Nyckelord :Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

   Sammanfattning : 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. LÄS MER

3. 2. Protein Folding Implementation of Stochastic and Deterministic Algorithms using the two-dimensionalHP Model for Computer Simulation of the Protein Folding Process

   Kandidat-uppsats, Göteborgs universitet/Institutionen för data- och informationsteknik

   Författare :Simon Andersson; Tor Hammar; Alexander Radway; Malin Anker; Tobias Forsberg; Sebastian Herbertsson; [2014-06-09]
   Nyckelord :;

   Sammanfattning : In nature, proteins are often found to instantly fold into the con guration with the lowest amount of free energy. Due to the complexity of this process, it is today still unknown exactly how it occurs. Since proteins have crucial roles in essentially all biological processes, this is an important problem within structural biology. LÄS MER