Sökning: "discount rate"
Visar resultat 1 - 5 av 43 avhandlingar innehållade orden discount rate.
1. On monetary policy and interest rate determination in an open economy
Sammanfattning : Swedish financial markets, in particular the money market, have developed very rapidly during the 1980s. Concurrently, there has been an equally drastic change in the conduct of monetary policy and a shift away from the previous reliance on regulatory policy instruments. LÄS MER
2. Multidimensional Markov-Functional and Stochastic Volatiliy Interest Rate Modelling
Sammanfattning : This thesis consists of three papers in the area of interest rate derivatives modelling. The pricing and hedging of (exotic) interest rate derivatives is one of the most demanding and complex problems in option pricing theory and is of great practical importance in the market. LÄS MER
3. Essays on the Namibian Economy
Sammanfattning : This thesis consists of an introduction and four papers exploring various aspects of the Namibian economy. These aspects cover shadow pricing, environmental valuation and capital market development in Namibia. Paper I estimates the shadow prices of capital, labour and foreign exchange for the Namibian economy. LÄS MER
4. Essays on the term structure of interest rates
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. Essays in Real Estate Finance
Sammanfattning : The paper investigates the effect of the property taxation reform introduced in Sweden after April 2997 on the market price of the affected properties (one-family houses). Inference is focused on discount rates, growth rates and the implied degree of tax capitalization. LÄS MER