Sökning: "total return swaps"
Hittade 4 uppsatser innehållade orden total return swaps.
1. Reducing cost and CO2 emissions in the gasoline to electric vehicle fleet transition
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/ElektricitetsläraSammanfattning : If you buy a new electric car today it will take on average about ten years for you to start saving money compared to just continue driving your old gasoline car. It will also take about 4 years until you start saving carbon dioxide emissions, both of this is because of new production costs and emissions. LÄS MER
2. Migration plan of Risky Total Return Swap to Bond Return Swap
Master-uppsats, KTH/Matematisk statistikSammanfattning : Since the 2008 crisis, the hedging instruments have gained popularity with financial institutions. This is the case of the total return swap that is used today by major institutions like Goldman Sachs or J.P. Morgan. LÄS MER
3. Evaluation of Capital Structure Arbitrage in the Equity-Credit Markets
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : 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
4. Repurchasing shares synthetically using the total return swap-Swap agreements combined with a redemption program
D-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : As the direct stock buyback was legalized in year 2000, it boosted the interest for a Swedish variant invented by Handelsbanken Markets, the synthetic share repurchase, which constitutes the foundation of this report. This descriptive study examines the synthetic repurchase program and evaluates the problem; if whether or not the synthetic buyback approach is the optimal course of action for a firm repurchasing stock. LÄS MER