Sökning: "Forward Curve"

Visar resultat 1 - 5 av 39 uppsatser innehållade orden Forward Curve.

  1. 1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
    Nyckelord :Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

    Sammanfattning : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. LÄS MER

  3. 2. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Nyckelord :term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Sammanfattning : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. LÄS MER

  4. 3. "Ett plåster på såret" : En studie av Sveriges elmarknad, elstödets effekter och alternativa styrmedel

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Anton Bossen; Danielle von Arnold; [2023]
    Nyckelord :Elmarkanden;

    Sammanfattning : In 2022, the government decided to provide electricity support to consumers in order to alleviate the high expenses resulting from the increase in electricity prices. The electricity support is based on household consumption and is disbursed retrospectively to consumers. LÄS MER

  5. 4. Comparison of Particle Tracking and ADCP Including Construction of the Rating Curve at Islandsfallet

    Kandidat-uppsats, Uppsala universitet/Institutionen för geovetenskaper

    Författare :Rasmus Møller Jess; Fredrik Norstedt; [2023]
    Nyckelord :Rating Curve; Islandsfallet; Fyrisån; Particle Tracking; LSPIV; Fudaa; Hydrology;

    Sammanfattning : The objective of this study is to compare Large-Scale Particle Image Velocimetry (LSPIV) to conventional methods for measuring discharge. Furthermore, to use the discharge data to create a rating curve at Islandsfallet in Uppsala. To measure discharge, on-site measurements have conventionally been done. LÄS MER

  7. 5. Snabbt, Snabbare, Snabbast : En kvalitativ studie om informationsstress och snabb digital kultur

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Linnea Gawell; Elias Jämtbäck; [2023]
    Nyckelord :fast culture; information-overload; marketing; snabb kultur; snabbspolad kultur; informationsstress; marknadsföring;

    Sammanfattning : Den digitala underhållningsbranschen utvecklas ständigt där nya innovationer lanseras och konsumtionsmönster förändras. Snabbspolad kultur är ett fenomen som syftar till den trend där våra digitala underhållningsmedier ökar i hastighet. LÄS MER