Sökning: "Yield curve"

Visar resultat 6 - 10 av 41 avhandlingar innehållade orden Yield curve.

  1. 6. On the measurement and application of cement grout rheological properties

    Författare :John Shamu; Stefan Larsson; Ulf Håkansson; Johan Funehag; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Cement-based grouts; grouting; yield stress fluid YSF ; thixotropy; critical shear rate; radial flow; wall slip; Bingham model; Civil and Architectural Engineering; Byggvetenskap; Materials Science and Engineering; Teknisk materialvetenskap;

    Sammanfattning : The rheological properties of cement-based grouts play a key role in determining the final spread in grouted rock formations. Rheologically, cement grouts are known to be complex thixotropic fluids, but their steady flow behavior is often described by fitting the simple Bingham constitutive law to flow curve data. LÄS MER

  3. 7. 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

  4. 8. Essays on the term structure of interest rates

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

    Sammanfattning : This volume contains five essays on topics related to interest rate theory.The first essay, Affine Term Structures and Short-Rate Realizations of Forward Rate Models Driven by Jump-Diffusion Processes, examines the problem of determining when a given forward rate model has a short-rate realization, and when a short-rate model gives rise to an affine term structure. LÄS MER

  5. 9. Essays on term structure and monetary policy

    Författare :Sven Skallsjö; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation treats two different themes. The first, addressed in Chapter 1, regards the pricing of interest rate swaps. The second, studied in the remaining two chapters, regards the implications of monetary policy for the term structure of interest rates. LÄS MER

  7. 10. Term structure estimation based on a generalized optimization framework

    Författare :Marcel Ndengo Rugengamanzi; Torbjörn Larsson; Jörgen Blomvall; Kristoffer Hägglöf; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : The current work is devoted to estimating the term structure of interest rates based on a generalized optimization framework. To x the ideas of the subject, we introduce representations of the term structure as they are used in nance: yield curve, discount curve and forward rate curve. LÄS MER