Sökning: "debt securities"
Hittade 4 avhandlingar innehållade orden debt securities.
1. Essays in financial guarantees and risky debt
Sammanfattning : This dissertation consists of six separate papers dealing with the valuation of financial guarantees and risky debt contract. Each of these papers is independent and distinct. The main theme is the valuation of securities by contingent claims analysis (CCA). Paper 1: Valuation of Financial Guarantees A Presentation and a Critique. LÄS MER
2. Credit Risk in Corporate Securities and Derivatives : valuation and optimal capital structure choice
Sammanfattning : This volume consists of four papers, which in principle could be read in any order. The common denominator is that they deal with contingent claims models of a firm's securities or related derivatives. LÄS MER
3. The Treasurer's Guide to the Municipality : Essays on Sub-Sovereign Finance
Sammanfattning : This thesis presents a comprehensive empirical analysis of the current state of Swedish sub-sovereign finance from multiple perspectives, starting from the local and moving to the national. Financial risks may occur in a long line of financial obligations and transactions. LÄS MER
4. Term structure estimation based on a generalized optimization framework
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