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Visar resultat 1 - 5 av 13 uppsatser som matchar ovanstående sökkriterier.
1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : 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
2. SuDS water storage capacity calculator : A decision support tool for the implementation ofSustainable Drainage Systems in Östersund.
Master-uppsats, Mittuniversitetet/Institutionen för ekoteknik- och hållbart byggandeSammanfattning : Heavy precipitation events are expected to increase in intensity and frequency, due to global warming. Sewer systems might overload during heavy rainfall, resulting in floods which potentially affect all municipalities in Sweden. LÄS MER
3. Combining output from MS-based proteomics search engines using spectrum predictors
Master-uppsats, KTH/ProteinvetenskapSammanfattning : Masspektrometri (MS) är en analysmetod som indikerar provers kemiska sammansättning. Provernas innehåll fragmenteras och joniseras, varefter jonernas förhållande mellan massa och laddning (m/z) och sammanlagda intensiteter mäts i form av ett masspektrum. LÄS MER
4. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : 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. LÄS MER
5. Simulation and Measurement of Body Absorption for 5G/6G Frequency Bands
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : For the future implementation of high speed communication,safety remains one of the main concerns. To ensurethe safety of new applications, specifically the new 5G antennas,it is crucial to know that they will not cause any harm to thehuman body. LÄS MER