Sökning: "interest rates"

Visar resultat 11 - 15 av 415 avhandlingar innehållade orden interest rates.

  1. 11. Regime Switching in Foreign Exchange and Interest Rates

    Författare :Ulf Erlandsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : [abstract missing].... LÄS MER

  3. 12. 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. 13. No Arbitrage Pricing and the Term Structure of Interest Rates

    Författare :Thomas Gustavsson; Jan Söderström; Peter Sehlin; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Sammanfattning : This dissertation provides an introduction to the concept of no arbitrage pricing and probability measures. In complete markets prices are arbitrage-free if and only if there exists an equivalent probability measure under which all asset prices are martingales. This is only a slight generalization of the classical fair game hypothesis. LÄS MER

  5. 14. On the term structure of forwards, futures and interest rates

    Författare :Camilla Landén; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Term structure; Markovian realizations; affine term structures.; Optimization; systems theory; Optimeringslära; systemteori;

    Sammanfattning : .... LÄS MER

  7. 15. Essays on the term structure of interest rates and monetary policy

    Författare :Magnus Dahlquist; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Penningpolitik; Ränta;

    Sammanfattning : This thesis consists of four empirical essays, summarized below.In “On Alternative Interest Rate Processes'' the interest rate dynamics for four European countries are studied. There seems to be a positive relation between the interest rate level and the volatility of interest rate changes. LÄS MER