Sökning: "Hugo Thoursie"

Hittade 2 uppsatser innehållade orden Hugo Thoursie.

1. 1. Modelling Proxy Credit Cruves Using Recurrent Neural Networks

   Master-uppsats, KTH/Matematisk statistik

   Författare :Lucas Fageräng; Hugo Thoursie; [2023]
   Nyckelord :Deep Neural Networks; Credit Risk; Financial Modelling; LSTM; Credit Default Swaps; Credit Valuation Adjustment; Djupa Neurala Nätverk; Kreditrisk; Finansiell Modellering; LSTM; Kreditswappar; Kreditvärderingsjustering;

   Sammanfattning : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. LÄS MER

3. 2. Financial Metrics Effect on Companies Performance During COVID­19

   Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

   Författare :Thoursie Hugo; Lucas Fageräng; [2021]
   Nyckelord :;

   Sammanfattning : Financial metrics are important tools for managers and investors to assess performance of companies. At the start of 2020, a global pandemic COVID-19 broke out, resulting in bearish markets when mandatory lockdowns were announced. On the 16th of March the Dow Jones Industrial average dropped 13% and the S&P500 north of 12%. LÄS MER