Sökning: "bonds"

Visar resultat 1 - 5 av 501 uppsatser innehållade ordet bonds.

  1. 1. When there are not enough Baskets to put your Eggs in- A Study of a Sample Bank Bond Portfolio on the Swedish Interbank-market

    Kandidat-uppsats,

    Författare :Elias Alvebro; Johan Moberg; [2018-07-09]
    Nyckelord :Correlation; Financial Institutions; Interbank-market; Probabilities of Defaults;

    Sammanfattning : This thesis explores the Swedish interbank-market, with empirical material from a sample bank, by conducting a qualitative interview as well as modelling probabilities of defaults in the sample bank bond portfolio. From the interview, we seek whether there is a rationale for investing in other financial institutions while also examining the effects of investing in your own industry with the modelled probabilities of defaults. LÄS MER

  2. 2. Diversification possibilities in the Swedish financial markets - A correlation analysis of the returns of stock, bonds and real estate

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

    Författare :Navid Haddad; Jacob Wergeland; [2018-07-09]
    Nyckelord :;

    Sammanfattning : The purpose of this study is to analyse the risk-adjusted returns of Swedish stocks, Swedish fixed income gov.- bonds and real estate return over the last 8 years in combination with the time-varying aspects of the correlation between the asset classes. The method used is a time-series analysis of OMXS30, SWEGOVT115, and SX8600PI. LÄS MER

  3. 3. Performance Evaluation of Green and Conventional Bonds by Common Factor Models

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Wilhelm Asker; Jens Malm; [2018-07-04]
    Nyckelord :;

    Sammanfattning : MSc in Finance.... LÄS MER

  4. 4. Transition Matrices Conditional on Macroeconomic Cycles: A Portfolio Stress-Test Application

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Jesper Karlsson; [2018-07-04]
    Nyckelord :Risk Management; Migration Analysis; Intensity Models; IFRS 9; Basel Accords; Portfolio Stress Test;

    Sammanfattning : MSc in Finance.... LÄS MER

  5. 5. Contingent Convertible Bonds and the Optimal Default Barrier

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Ludwig Allard; Raymond Ke; [2018-07-03]
    Nyckelord :Contingent Convertible Bonds; CoCo Bonds; CoCos; Optimal Default Barrier; Swedish Banks; Financial Crisis;

    Sammanfattning : MSc in Finance.... LÄS MER

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