Sökning: "Interest rate risk"

Visar resultat 1 - 5 av 197 uppsatser innehållade orden Interest rate risk.

  1. 1. Power and Methanol Production from Biomass Combined With Solar and Wind Energy : Analysis and Comparison

    Master-uppsats, KTH/Kraft- och värmeteknologi

    Författare :Husni Firmansyah; [2018]
    Nyckelord :;

    Sammanfattning : The purpose of this work is to investigate the feasibility of an integrated system consisting of biomass-based power generation built-in with carbon capture technology combined with a water electrolysis unit operated by solar cells and wind turbines to produce fuel through the methanol synthesis process. The configurations are examined both technically and economically to determine their feasibility, and subjected to sensitivity analysis to determine their economic viability and optimum performance. LÄS MER

  2. 2. Pricing contingent convertible bonds: A numerical implementation with the hybrid equity-credit model

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Maggie Wan-Chun Bogert; Zhang Zhao; [2017-07-25]
    Nyckelord :Contingent Convertible Bonds; Equity-credit Model; CoCos; Fortet Algorithms; Pricing;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. The Development of the Relation Between the Swedish Repo Rate and the Three-month Mortgage Rate

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

    Författare :Henrik Hedencrona; Ludwig Olofsson; [2017-07-03]
    Nyckelord :;

    Sammanfattning : This paper examines whether the effect of the Swedish repo rate on the mortgage rate has changed during the period between the years of 2005-2017. The relation between the repo rate and mortgage rate is examined during three time intervals using regressions and correlation analysis. LÄS MER

  4. 4. A study of the Basel III CVA formula


    Författare :Rickard Olovsson; Erik Sundberg; [2017-07-03]
    Nyckelord :Basel III; Credit Value Adjustment; Counterparty Credit Risk; Credit Default Swap; Interest Rate Swap; Piecewise Constant Default Intensity; Bootstrapping; Expected Exposure; Internal Model Method;

    Sammanfattning : In this thesis we compare the official Basel III method for computing credit value adjustment (CVA) against a model that assumes piecewise constant default intensities for a number of both market and fictive scenarios. CVA is defined as the price deducted from the risk-free value of a bilateral derivative to adjust for the counterparty credit risk. LÄS MER

  5. 5. A small open economy’s view on interest rate differential’s relation to the nominal exchange rate

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Julian Unger; [2017]
    Nyckelord :Small open economy; uncovered interest rate parity; interest rate differential; nominal exchange rate; short-horizon interest rate; long-horizon interest rate;

    Sammanfattning : The characteristics of interest rate differentials’ relationships with the change in nominal exchange rates are here investigated from the small open economy Sweden’s pointof view. We assume rational expectations and risk neutrality. However, these are solelysufficient but not necessary conditions. LÄS MER


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