Sökning: "Additional TIER 1"

Hittade 4 uppsatser innehållade orden Additional TIER 1.

  1. 1. Contingent Convertible Bonds. A Market-Conform Equity Derivative Model

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Giulia Cesaroni; [2017-07-25]
    Nyckelord :Contingent Convertible Bonds; CoCos; TIER 2; Additional TIER 1; Equity Derivative Model; Bates Model; Stochastic Volatility; Implied Volatility; Jump Diffusion Process; Monte Carlo Simulation; Quadratic Exponential Scheme;

    Sammanfattning : MSc in Finance.... LÄS MER

  2. 2. The Determinants of European Coco Spreads

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Carl-Fredrik Hallden; Blomqvist Blomqvist; [2016-09-21]
    Nyckelord :Contingent Convertible bonds; Cocos; Coco spreads; Hybrid Securities; Basel III; Additional Tier 1; Tier 2; Banks;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. On the Valuation of Contingent Convertibles (CoCos): Analytically Tractable First Passage Time Model for Pricing AT1 CoCos

    Master-uppsats, KTH/Matematisk statistik

    Författare :Bianca Dufour Partanen; [2016]
    Nyckelord :Contingent Convertibles; Pricing; Structural model; First passage time model; AT1P model; Calibration.;

    Sammanfattning : Contingent Convertibles (CoCos) are a new type of hybrid debt instrument characterized by forced equity conversion or write-down under a specified trigger event, usually indicating a state of near non-viability of the Additional Tier 1 capital category, giving them additional features such as possible coupon cancellation. In this thesis, the structure of CoCos is presented and different pricing approaches are introduced. LÄS MER

  4. 4. To look beoynd the fifty signs: A case study about outsourcing in manufacturing SMEs

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för företagande och ledning

    Författare :Mikael Johansson; Josef Matschiner; [2006]
    Nyckelord :Outsourcing; Rationale; Sourcing; SME; OEM-corporation;

    Sammanfattning : This thesis serves to examine how manufacturing SMEs consider outsourcing. Furthermore, we aim to identify the main characteristics and patterns for these types of companies that can explain their rationale in such a decision. The chosen method for this thesis is abduction and selected research approach is multiple case studies. LÄS MER


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