Sökning: "Filip Mörk Persson"

Hittade 2 uppsatser innehållade orden Filip Mörk Persson.

1. 1. On Credit Spreads: An Autoregressve Model Approach

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Anton Schölin; Filip Mörk Persson; [2017]
   Nyckelord :Mathematics and Statistics;

   Sammanfattning : This thesis proposes an autoregressive credit spread model to make long term simulations of credit spreads and credit indices in the Investment grade and High yield bond segments. Several models are tested, and the final spread model produces simulations with statistics consistent with historical data, even though the model itself is relatively parsimonious. LÄS MER

3. 2. Hur ankarinvesterare påverkar pris och volatilitet, en studie på den svenska markanden

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Filip Düsing; Joachim Dworen; Malin Persson Mörk; [2016]
   Nyckelord :Ankarinvesterare; Underprissättning; Börsintroduktion; Volatilitet; Avkastning; Business and Economics;

   Sammanfattning : .... LÄS MER