Avancerad sökning
Hittade 3 avhandlingar som matchar ovanstående sökkriterier.
1. Financial Volatility and Time-Varying Risk Premia
Sammanfattning : This thesis consists of four empirical essays, all dealing with return volatility of financial assets and/or time-varying risk premia. In the first essay, Changing Risk Premia: Evidence from a Small Open Economy, the relation between risk and return is investigated for Swedish stocks. LÄS MER
2. Auri sacra fames : Interest Rates -- Prediction, Jumps and the Market Price of Risk
Sammanfattning : This thesis consists of three essays investigating different aspects of interest rates."Prediction of Future Risk-Neutral Short-Term Interest Rate Densities: Can the Black, Derman and Toy Model Assist?" (Co-authored with David Vestin. LÄS MER
3. Credit Risk in Corporate Securities and Derivatives : valuation and optimal capital structure choice
Sammanfattning : This volume consists of four papers, which in principle could be read in any order. The common denominator is that they deal with contingent claims models of a firm's securities or related derivatives. LÄS MER