Sökning: "Term structure models"

Visar resultat 1 - 5 av 124 uppsatser innehållade orden Term structure models.

  1. 1. The Challenges of Social Enterprises in Balancing Economic, Social, and Environmental Tradeoffs: Comparative Case Study of Hybrid Organizing- Swedish Context.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Teame Gebremedhn Gebrai; [2023-07-18]
    Nyckelord :hybrid organizing; long-term collaboration; creating shared values; common initiatives; socioeconomic vulnerable; societal transformation; co-creation of values; cross-sector functional teams; inclusive and circular models;

    Sammanfattning : Purpose -This master thesis is to investigate the challenges of sustainability and to understand how massive effort of collaborative hybrid organizing, involving multiple stakeholders from private, public, and civil societies balance or aligns the activities that generate economic, social, and environmental impacts. And to analyze the effects of competition between the investors interested in the joint collaborative initiatives. LÄS MER

  3. 2. Changes in Organization Design Produced by Covid-19 from a Path-Dependence Perspective : A Case Study of a Medical Manufacturing Company

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Carolina Artavia Muñoz; [2023]
    Nyckelord :Organization Design; Black Swan Events; Path Dependence Theory; Jay Galbraith s Star Model; Covid-19; Medical Manufacturing Industry.; Organisationsdesign; svarta svan-händelser; stigberoende; Jay Galbraits Star Model; Covid-19; medicinsk tillverkningsindustri.;

    Sammanfattning : Covid-19 brought various challenges that the world that was not fully prepared to face since 2019. The pandemic came with both health and economic repercussions, and various organizations had to adapt their Organization Design to confront these new challenges posed by this Black Swan event. LÄS MER

  4. 3. 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

  5. 4. Ett intressentperspektiv på slow fashion-affärsmodellen : En multipel fallstudie om långsam konsumtion i modebranschen

    Master-uppsats, Linköpings universitet/Industriell ekonomi

    Författare :Agnes Andersson; Louise Forsgren; [2023]
    Nyckelord :slow fashion; business models; slow fashion business model; sustainable business models; slow consumption; fashion industry; slow fashion; affärsmodeller; slow fashion-affärsmodellen; hållbara affärsmodeller; långsam konsumtion; modebranschen;

    Sammanfattning : Som en reaktion mot fast fashion-rörelsen och de oansvariga konsumtionsmönster som den medför har slow fashion uppstått som ett mer hållbart alternativ i modebranschen. Slow fashion beskrivs ofta som mode av hög kvalitet med en tidlös design vars syfte är att sakta ner flödena och minska konsumtionen. LÄS MER

  7. 5. 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