Sökning: "Term structure of interest rates"

Visar resultat 16 - 20 av 30 avhandlingar innehållade orden Term structure of interest rates.

  1. 16. Essays on Interbank Markets

    Författare :Vanessa Sternbeck Fryxell; Jens Josephson; Yves Zenou; Falko Fecht; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Interbank markets; contagion; economics of networks; interbank reference rates; Economics; nationalekonomi;

    Sammanfattning : This dissertation consists of three self-contained chapters.Price Segmentation on the Interbank Market. Interbank markets are often characterized by a core-periphery structure. The core-banks may hold a favorable position in the short-term unsecured interbank market due to e. LÄS MER

  3. 17. Mechanical Recycling of Engineering Thermoplastics using Alloying Techniques

    Författare :Xiaodong Liu; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; sandwich injection moulding; recycling; compatibilizer; in-situ compatibilization; engineering thermoplastics; J-integral; toughness; impact modifier;

    Sammanfattning : The aim of this thesis is to indicate routes by which recycled engineering thermoplastics (ETP) can be upgraded using alloying techniques. Recycled ETP have often been subjected to long-term service-induced degradation, so that the residual properties of recycled ETP need to be improved. LÄS MER

  4. 18. Essays on Macro-Financial Linkages

    Författare :Rafael Barros de Rezende; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This doctoral thesis is a collection of four papers on the analysis of the term structure of interest rates with a focus at the intersection of macroeconomics and finance. "Risk in Macroeconomic Fundamentals and Bond Return Predictability" documents that factors related to risks underlying the macroeconomy such as expectations, uncertainty and downside (upside) macroeconomic risks are able to explain variation in bond risk premia. LÄS MER

  5. 19. 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. 20. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

    Författare :Johan Hagenbjörk; Jörgen Blomvall; Ou Tang; Giorgio Consigli; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Finance; Fixed income; Interest rate risk; Credit risk; Risk management; Optimization; Mathematics;

    Sammanfattning : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. LÄS MER