Sökning: "swap"

Visar resultat 31 - 35 av 185 uppsatser innehållade ordet swap.

  1. 31. Risk Measurement and Performance Attribution for IRS Portfolios Using a Generalized Optimization Method for Term Structure Estimation

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Fredrik Gerdin Börjesson; Christoffer Eduards; [2021]
    Nyckelord :Interest rate measurement; term structures; multiple yield curves; principal component analysis; systematic risk; risk factors; term structure simulation; Latin hypercube sampling with dependence; risk measurement; value-at-risk; expected shortfall; interest rate swap; performance attribution;

    Sammanfattning : 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

  3. 32. Swap Book Hedging using Stochastic Optimisation with Realistic Risk Factors

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Rickard Nordin; Emil Mårtensson; [2021]
    Nyckelord :Term structure measurement; optimization; hedging; swap portfolio; interest rate swaps; stochastic programming; FRA; IRS; dimension reduction; component analysis; component decomposition; signal separation;

    Sammanfattning : Market makers such as large banks are exposed to market risk in fixed income by acting as a counterparty for customers that enter swap contracts. This master thesis addresses the problem of creating a cost-effective hedge for a realistic swap book of a market maker in a multiple yield curve setting. LÄS MER

  4. 33. Effekten av textaugmenteringsstrategier på träffsäkerhet, F1-värde och viktat F1-värde

    M1-uppsats, KTH/Hälsoinformatik och logistik

    Författare :Jonatan Svedberg; George Shmas; [2021]
    Nyckelord :Text data augmentation; noise injection; synonym swap; back translation; RASA NLU; F1-score; Textdataaugmentering; brusinjektion; synonymutbyte; tillbakaöversättning; RASA NLU; F1-värde;

    Sammanfattning : Att utveckla en sofistikerad chatbotlösning kräver stora mängder textdata för att kunna anpassalösningen till en specifik domän. Att manuellt skapa en komplett uppsättning textdata, specialanpassat för den givna domänen och innehållandes ett stort antal varierande meningar som en människa kan tänkas yttra, är ett enormt tidskrävande arbete. LÄS MER

  5. 34. Furniture swap : Segmentation and 3D rotation of natural images using deep learning

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Signaler och system

    Författare :Emanuel Bodin; [2021]
    Nyckelord :;

    Sammanfattning : Learning to perceive scenes and objects from 2D images as 3D models is atrivial task for a human but very challenging for a computer. Being ableto retrieve a 3D model from a scene just by taking a picture of it canbe of great use in many fields, for example when making 3D blueprintsfor buildings or working with animations in the game or film industry. LÄS MER

  7. 35. The Effect of Gravitational Encounters on Binary Planetesimals

    Master-uppsats, Lunds universitet/Astronomi - Genomgår omorganisation

    Författare :John Gillan; [2021]
    Nyckelord :Physics and Astronomy;

    Sammanfattning : Binary planetesimals in the Kuiper belt can experience close encounters with other bodies. These encounters can disturb the orbital dynamics of the binary in several ways. Energy can be added to the system by the impactor body and lead to the disruption of the binary. LÄS MER