Sökning: "Fredrik Zakrisson"

Hittade 2 uppsatser innehållade orden Fredrik Zakrisson.

1. 1. Basel III - What is Basel III, why do we need it and what will the consquences be?

   Magister-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Fredrik Bjarnesjö; Karl Lundberg; [2013-09-09]
   Nyckelord :;

   Sammanfattning : The magnitude of the financial crisis in 2008 can be compared to the financial downturn and the great depression in the 1930´s. Even though we are currently in a situation where we are recovering from this crisis it is most likely that we will experience a financial crisis again. LÄS MER

3. 2. Evaluation of Capital Structure Arbitrage in the Equity-Credit Markets

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Daniel Zakrisson; Fredrik Hedberg; Daniel Ferm; Natalia Danilina; [2007]
   Nyckelord :Capital Structure Arbitrage; Credit Default Swaps; Creditgrades; Value-at-Risk; Arbitrage Trading; Management of enterprises; Företagsledning; management; Business and Economics;

   Sammanfattning : Purpose: The purpose of this thesis is to test for the existence of Capital Structure Arbitrage oppertunities in the equity-credit markets. Methodology: The mispricing of Credit Default Swap contracts are calculated and used as input in an Equity-Credit market trading strategy. LÄS MER