Sökning: "Henrik Degrér"

Hittade 1 avhandling innehållade orden Henrik Degrér.

1. 1. Empirical Essays on Financial Economics

   Författare :Henrik Degrér; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Swap Agreements; Default Risk; Economic Conditions Index; Finansiering; Financial science; Term Structure of Interest Rates;

   Sammanfattning : In the first essay of this thesis we develop a model for calculating the net expected value of a swap agreement subject to dual-default risk. The main explanatory variable for the net expected return of a swap is the default intensity of each party measured by the credit rating of the firm. LÄS MER