Sökning: "risk sensitivities"
Visar resultat 1 - 5 av 18 uppsatser innehållade orden risk sensitivities.
1. Regional Cross-border Disaster Collaboration: A Joint Standard Operating Procedure between Jordan Israel and Palestine
Master-uppsats, Lunds universitet/Avdelningen för Riskhantering och SamhällssäkerhetSammanfattning : This case study research aims to identify the enabling factors and challenges for developing a joint Standard Operating Procedure (SOP) for Disaster Response Preparedness between Jordan, Israel and Palestine. Twelve qualitative semi-structured interviews were conducted with experts either involved in the SOP project, the region and/or with extensive experience in developing cross-border SOPs. LÄS MER
2. Comparing Groundwater Drawdown with Estimated Influence Radius – A Case Study of Infrastructural Projects in Sweden
Master-uppsats, Uppsala universitet/Luft-, vatten- och landskapsläraSammanfattning : Infrastructural projects may sometimes require excavation of soils and the groundwater table to be lowered, temporarily or permanently. As there are risks in connection to groundwater lowering, the extent of the affected area is of interest. LÄS MER
3. Markov Chains as a Real-time System Monitoring Service : Numerical Repair Rate Optimization (RRO)
Master-uppsats, Mälardalens universitet/Akademin för innovation, design och teknikSammanfattning : The expansion and increased complexity of technology is undoubtedly consistent and one can intuitively suppose that this trajectory will not deviate from this course in the years to come. On a continuous basis, concepts that started of as some hypothetical or abstract notions without practical relevance gets transferred to the modern state of our current technology. LÄS MER
4. Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : When modelling risk in the banking book, a simple capital level approach can fail to capture the interactions between different risk measures or risk classes since they are modelled separately. In this thesis we propose a model for projecting the book value of a run-off balance sheet portfolio of fixed and variable rate loans, while also calculating net interest income, economic value of equity, capital requirement and capital cost within the same model. LÄS MER
5. Deep learning exotic derivatives
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknikSammanfattning : Monte Carlo methods in derivative pricing are computationally expensive, in particular for evaluating models partial derivatives with regard to inputs. This research proposes the use of deep learning to approximate such valuation models for highly exotic derivatives, using automatic differentiation to evaluate input sensitivities. LÄS MER