Sökning: "Term structure of interest rates"

Visar resultat 11 - 15 av 30 avhandlingar innehållade orden Term structure of interest rates.

  1. 11. 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

  3. 12. 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

  4. 13. Decomposing the Option Pricing Problem : Estimating the Causal Factors: Interest Rates, Dividends, and Risk-Neutral Probabilities

    Författare :Pontus Söderbäck; Jörgen Blomvall; Martin Singull; Stein-Erik Fleten; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : The financial markets have an essential role in society. Further, these markets are constantly evolving. Therefore, models and methods have to be developed and adapted to the new market conditions to be useful for decisions. LÄS MER

  5. 14. Public debt management

    Författare :Anders Paalzow; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis consists of three self-contained papers covering different aspects of public debt management. From a methodological point of view they all have in common that results and models from the theory of finance are used to analyze the effects of public debt management. LÄS MER

  7. 15. Jordbrukspolitiska stödformer : en studie av SR-, A- och B-stödens lokala effekter 1961-1981

    Författare :Rolf S. Johnsson; Umeå universitet; []
    Nyckelord :LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; Swedish agriculture; structural rationalization; government support; government subsidy; special rationalization SR ; evaluation; agricultural policy;

    Sammanfattning : The aim of this study has been to analyse the effects of state subsidies within agriculture. The goal of these policies was to build up long-term sound and profitable farms by means of both general and selective support measures. LÄS MER