Sökning: "risk curves"

Visar resultat 1 - 5 av 81 uppsatser innehållade orden risk curves.

  1. 1. Credit Card Fraud Detection by Nearest Neighbor Algorithms

    Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Ramin Maghsood; [2023-04-13]
    Nyckelord :Fraud; Bank Fraud; Credit Card Fraud; Fraud Detection; Nearest Neighbor Algorithms;

    Sammanfattning : As the usage of internet banking and online purchases have increased dramatically in today’s world, the risk of fraudulent activities and the number of fraud cases are increasing day by day. The most frequent type of bank fraud in recent years is credit card fraud which leads to huge financial losses on a global level. LÄS MER

  3. 2. 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

  4. 3. 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

  5. 4. Användning av riskbegreppet i en dagvattenkontext : En litteraturstudie om hur riskbegrepp används vid dimensionering av ledningsnät för dagvatten

    Kandidat-uppsats, Lunds universitet/Kemiteknik (CI)

    Författare :Linnea Knutsson; [2023]
    Nyckelord :risk; stormwater network; climate change; infrastructure capacity design; adaption strategy; water and environmental engineering; Technology and Engineering;

    Sammanfattning : Climate change and urbanization is a threat for existing stormwater networks. Many stormwater networks are designed after historical rain data that will fail to predict future events due to large changes in rainfall patterns caused by climate change and urbanization. LÄS MER

  7. 5. Användning av S-kurvor för förbättrad erfarenhetsåterföring : En fallstudie om tidplanering och uppföljning inom byggbranschen

    Master-uppsats, KTH/Hållbara byggnader

    Författare :Donya Isabella Dam; [2023]
    Nyckelord :;

    Sammanfattning : Byggbranschen kännetecknas som en lång och komplex industri med riskfyllda projekt. Byggprocessen innefattar en stor mängd planering, samordning och genomförande av olika aktiviteter inom en satt tidsram. Byggprojekten varierar i omfattning. Allt från mindre bostadsprojekt till storskaliga brouppbyggnader. LÄS MER