Sökning: "Adrian Djerf"
Hittade 3 uppsatser innehållade orden Adrian Djerf.
1. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting
Master-uppsats, KTH/Matematisk statistikSammanfattning : Contingent convertible bonds (often referred to as CoCo bonds, or simply CoCos) are a relatively new financial instrument designed to absorb unexpected losses. This instrument became increasingly more common after the financial crisis of 2008, as a way to decrease the risk of insolvency among banks and other financial institutions. LÄS MER
2. Monte Carlo Simulations of Stock Prices : Modelling the probability of future stock returns
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : The financial market is a stochastic and complex system that is challenging to model. It is crucial for investors to be able to model the probability of possible outcomes of financial investments and financing decisions in order to produce fruitful and productive investments. LÄS MER
3. "Decision-making and market expansion: a case study of Saab AB."
Kandidat-uppsats, Högskolan i HalmstadSammanfattning : .... LÄS MER