Sökning: "currency risks"

Visar resultat 6 - 8 av 8 avhandlingar innehållade orden currency risks.

  1. 6. Insurance: solvency and valuation

    Författare :Jonas Alm; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; risk aggregation; dependence modeling; solvency capital requirement; market-consistent valuation; market-consistent valuation;

    Sammanfattning : This thesis concerns mathematical and statistical concepts useful to assess an insurer's risk of insolvency. We study company internal claims payment data and publicly available market data with the aim of estimating (the right tail of) the insurer's aggregate loss distribution. LÄS MER

  3. 7. Global Financial Dynamics : rates, dollarization, and investor behavior

    Författare :Lina Thomas; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : In Washington D.C., big decisions impact global markets. At the same time, these very markets are also moved by the choices of individual investors, guided by their beliefs, biases, and emotions. LÄS MER

  4. 8. Empirical tests of exchange rate and stock return models

    Författare :Anna Lindahl; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Foreign exchange order flow; Microstructure; Stock return predictability;

    Sammanfattning : Abstracts to ”Empirical tests of exchange rate and stock return models” Order flow in the Foreign Exchange Market Price discovery in foreign exchange markets is explored using Swedish data including trades from both the customer and the interdealer market. The data set represents a majority of all executed trades in the EURSEK exchange rate over a four-year time period. LÄS MER