Sökning: "Performance Attribution Models"
Visar resultat 1 - 5 av 9 uppsatser innehållade orden Performance Attribution Models.
1. Enhancement of a Power Line Information System by Combining BIM and LiDAR Data
Master-uppsats, KTH/Lantmäteri – fastighetsvetenskap och geodesiSammanfattning : With the great ongoing energy transition in Sweden, Svenska Kraftnät (SVK) sees a huge need for investment in the Swedish transmission network and supporting IT- systems. SVK has a great amount of collected laser data over the electric power transmission network however this data does not contain any semantic attribution that can be analyzed on broader information systems. LÄS MER
2. Enhancing Privacy in Cookieless Web Advertising : A Comparative Study of Multi-Party Computation and Trusted Execution Environment Solutions for Private Attribution Reporting
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : The end of third-party cookies has driven the advertising market to seek new solutions. Third-party cookies were widely used to track users’ online activities across websites. However, the growing concern for privacy has led web browsers to put an end to this practice. LÄS MER
3. Improving term structure measurements by incorporating steps in a multiple yield curve framework
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). LÄS MER
4. Daily Profit Decomposition from Fluctuations in Interest Rates and Exchange Rates Extended with Inventory
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : Multinational companies have consistently not been able to explain the impact currency and interest rates fluctuations have on their profits. To be able to account for these effects, thorough visibility is required. Epiroc Örebro is a global supplier of products and services within mining and infrastructure, with sales in more than 150 countries. LÄS MER
5. Risk Measurement and Performance Attribution for IRS Portfolios Using a Generalized Optimization Method for Term Structure Estimation
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : With the substantial size of the interest rate markets, the importance of accurate pricing, risk measurement and performance attribution can not be understated. However, the models used on the markets often have underlying issues with capturing the market's fundamental behavior. LÄS MER