Sökning: "Rickard Gunnvald"

Hittade 3 uppsatser innehållade orden Rickard Gunnvald.

1. 1. Estimating Probability of Default Using Rating Migrations in Discrete and Continuous Time

   Master-uppsats, KTH/Matematisk statistik

   Författare :Rickard Gunnvald; [2014]
   Nyckelord :;

   Sammanfattning : During the financial crisis that began in 2008, even whole countries and very large companies defaulted or were on the verge of defaulting. The turmoil made risk managers and regulators more vigilant in scrutinising their risk assessment. LÄS MER

3. 2. An Equal Risk Contribution Portfolio Approach Using VIX Futures

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Rickard Gunnvald; Andreas Lagerqvist; [2013]
   Nyckelord :Equal risk contribution; VIX Futures; Asset allocation;

   Sammanfattning : As an effect of the unusually volatile financial markets the past few years, new asset allocation strategies such as the equal risk contribution (ERC) approach has been developed. This report examines the effect on portfolio performance of adding VIX Futures contracts to an ERC portfolio consisting of positions in long-term government bonds and S\&P 500 equities. LÄS MER

4. 3. Estimation av bostadsrättspriser i Stockholms innerstad medelst multipel regressionsanalys.

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Patrik Gunnvald; Rickard Gunnvald; [2012]
   Nyckelord :;

   Sammanfattning : This report aims to study the condominium prices in central Stockholm and the factors that affect these prices. A linear regression model was set up and data about relevant covariates such as floor area, mortgage rates and where the condominium is situated were gathered to assess if and how they influence the price. LÄS MER