Sökning: "volatility"

Visar resultat 1 - 5 av 753 uppsatser innehållade ordet volatility.

  1. 1. The effect of monetary policy on active investments

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

    Författare :Alexander Berglund; [2018]
    Nyckelord :Monetary Policy; Stock Prediction; Hedge Funds; Alpha; Cross-Asset;

    Sammanfattning : This paper examines the effects of U.S. monetary policy announcements in the aftermath of the subprime crisis on financial analysts' ability to predict stock prices. We study such effects, if any, using Bloomberg data on equity analyst 12-month target prices and subsequent realized stock prices. LÄS MER

  2. 2. Financial Reporting for Contingent Convertibles in Banks: Liability or Equity?

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Osama Masri; Daniel Mörner; [2017-08-09]
    Nyckelord :Contingent Convertibles; CoCos; liability versus equity; IAS 32; Common Equity Risk; Stock return volatility; Basel III; Hybrid Financial Instruments;

    Sammanfattning : MSc in Accounting.... LÄS MER

  3. 3. Contingent Convertible Bonds. A Market-Conform Equity Derivative Model

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Giulia Cesaroni; [2017-07-25]
    Nyckelord :Contingent Convertible Bonds; CoCos; TIER 2; Additional TIER 1; Equity Derivative Model; Bates Model; Stochastic Volatility; Implied Volatility; Jump Diffusion Process; Monte Carlo Simulation; Quadratic Exponential Scheme;

    Sammanfattning : MSc in Finance.... LÄS MER

  4. 4. Efficiency of the Swedish Option Market and the Effect of Volatility: A test of conversion and reversal strategies

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Pontus Hägerström; [2017-07-25]
    Nyckelord :;

    Sammanfattning : MSc in Finance.... LÄS MER

  5. 5. An Empirical Evaluation of the Return and Risk Neutrality of Market Neutral Hedge Funds

    Kandidat-uppsats,

    Författare :Ludwig Skogman; Sebastian Zettergren; [2017-06-30]
    Nyckelord :Hedge Funds; Hedging; Market Neautrality; GARCH; Financial instability;

    Sammanfattning : Market neutral is a widely-used investment style for hedge funds. By analysing a data set consisting of 7913 hedge funds, we assess their historical ability to stay neutral towards the U.S. equity market in terms of return and return volatility. LÄS MER

BEVAKA DENNA SÖKNING

Få ett mail när det kommer in nya uppsatser på ämnet volatility.

Din email-adress: