Sökning: "Bond options"

Visar resultat 1 - 5 av 8 avhandlingar innehållade orden Bond options.

  1. 1. Financial Volatility and Time-Varying Risk Premia

    Författare :Peter Hördahl; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monte Carlo methods; Term structure of interest rates; Asymmetric variance; Time-varying risk premia; Volatility forecasting; CAPM; Conditional asset pricing models; Stochastic volatility; Volatility modeling; GARCH; Bond option pricing; Financial science; Finansiering;

    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

  3. 2. Essays in empirical finance

    Författare :Magnus Andersson; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Financial market analysis nowadays constitutes an important pillar in central banks' monetary policy considerations. This is because the inherently forward-looking properties of asset prices can provide policy-makers with valuable information about future macroeconomic prospects, as seen through the eyes of investors. LÄS MER

  4. 3. Towards the enhanced applicability of cold mix asphalt: : An experimental study focusing on surface free energies and the breaking and coalescence of bitumen emulsions

    Författare :Abdullah Khan; Nicole Kringos; Per Redelius; Andreas Loizos; KTH; []
    Nyckelord :Bitumen; Cold Asphalt Mixtures; Minerals Aggregates; Surface Free Energy; Sorption; Contact Angle; Bitumen Emulsions; Breaking and Coalescence; Emulsifiers; Adhesion Promoters.; Bitumen; kallblandad asfalt; mineraler aggregat; fri ytenergi; sorption; kontaktvinkel; Bitumenemulsioner; brytning och koalescensen; emulgatorer; adhesionsegenskaper; Byggvetenskap; Civil and Architectural Engineering;

    Sammanfattning : The environmental, social and economic sustainability of our infrastructure network is clearly of paramount importance to the road-engineering sector as well to society at large. Sustainable road materials and reduced transport of those materials therefore play a significant role. LÄS MER

  5. 4. Credit risk and forward price models

    Författare :Raquel M Gaspar; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis consists of three distinct parts. Part I introduces the basic concepts and the notion of general quadratic term structures (GQTS) essential in some of the following chapters. Part II focuses on credit risk models and Part III studies forward price term structure models using both the classical and the geometrical approach. LÄS MER

  7. 5. Credit Risk in Corporate Securities and Derivatives : valuation and optimal capital structure choice

    Författare :Jan Ericsson; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    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