Sökning: "market risk measuring"
Visar resultat 1 - 5 av 69 uppsatser innehållade orden market risk measuring.
1. Modelling Proxy Credit Cruves Using Recurrent Neural Networks
Master-uppsats, KTH/Matematisk statistikSammanfattning : 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
2. LIBOR: The end of an error
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : LIBOR has been the dominant benchmark rate in the American market for pricing financial instruments. In 2012, the manipulation of LIBOR rates was uncovered, necessitating a change. SOFR was introduced as an alternative reference rate to replace LIBOR as the standard for pricing financial instruments. LÄS MER
3. Navigating Impact: A Qualitative Study on Impact Investing in Kenya's Venture Capital Landscape
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Impact investing has the potential to allocate capital and innovation to address some of the most urgent and complex problems facing humanity and the planet. The purpose of this thesis is to study how impact investing is practiced and perceived in Kenya, mainly from a venture capital professional's perspective. LÄS MER
4. Development and Evaluation of an Enzyme-Based Sunscreen
Master-uppsats, Lunds universitet/Bioteknik; Lunds universitet/Bioteknik (master)Sammanfattning : Ultraviolet radiation (UVR), specifically of UVA and UVB, has been associated with the development of both photoaging and photo-carcinogenesis, potentially leading to cancer. The use of sun protection in the form of UV filters is known to minimize these damages. LÄS MER
5. Developing an Infrastructure Index in Accordance with Investor Expectations
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : Infrastructure consists of facilities and services that are considered essential to the functioning and economic productivity of society (Preqin, 2022). The rapid economic growth over the past decades has led to an increase in the demand for fundamental functions such as energy, telecommunications, and transportation. LÄS MER