2 resultados para bootstrapping

em AMS Tesi di Laurea - Alm@DL - Università di Bologna


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The aim of this paper is to evaluate the efficacy of the application WebBootCaT to create specialised corpora automatically, investigating the translation of articles of association from Italian into English. The first section reflects on the relevant literature and proposes the utility of corpora for translators. The second section discusses the methodology employed, and the third section analyses the results obtained and comments on how language professionals could possibly exploit the application to its full. The fourth section provides a few concrete usage examples of the thus built corpora, to then conclude that WebBootCaT is a genuinely powerful tool that could be implemented by professional translators in order to save time and improve their translations in the long term.

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We present the market practice for interest rate yield curves construction and pricing interest rate derivatives. Then we give a brief description of the Vasicek and the Hull-White models, with an example of calibration to market data. We generalize the classical Black-Scholes-Merton pricing formulas, considering more general cases such as perfect or partial collateral, derivatives on a dividend paying asset subject to repo funding, and multiple currencies. Finally we derive generic pricing formulae for different combinations of cash flow and collateral currencies, and we apply the results to the pricing of FX swaps and CCS, and we discuss curve bootstrapping.