Sökning: "Ívar Alfreð Grétarsson"

Hittade 4 uppsatser innehållade orden Ívar Alfreð Grétarsson.

  1. 1. The Equity Premium Puzzle post the Financial Crisis

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Bergsveinn Snorrason; Ívar Alfreð Grétarsson; [2011]
    Nyckelord :Equity Premium Puzzle; Survivorship Bias; Non-linear interpolation; Risk aversion; Bond; Equity; Business and Economics;

    Sammanfattning : The purpose of this paper is to take a closer look at the equity premium puzzle which is one of the most intriguing puzzles in economics and has been challenging researchers for the last 25 years since Mehra and Prescott first introduced the puzzle. It refers to the empirical fact that risky equity has been outperforming default free debt with about 6 percentage points for the U. LÄS MER

  3. 2. Resource Allocation within an R&D Environment - The Agency Theory Conundrum

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Ivar Alfred Gretarsson; Kristoffer Johansson; [2011]
    Nyckelord :management; Företagsledning; Management of enterprises; Business and Economics;

    Sammanfattning : Abstract Title Resource Allocation within an R&D Environment – The Agency Theory Conundrum Seminar date 2011-06-03 Course BUSM65, second-year master thesis for Master in Finance, at the Department of Business Administration Authors Ívar Grétarsson, Kristoffer Johansson Advisor Dr. Niclas Andrén Keywords Agency Theory, R&D, Resource Allocation, QlikView Purpose Investigating and minimizing the effects of agency problems in the R&D resource allocation within Arandee as well as evaluate and improve the analysis of the resource and planning process. LÄS MER

  4. 3. On the Pricing of Credit Default Swaps: A comparative Study between the Reduced-Form Model and the Structural Model

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ivar Alfred Gretarsson; Nicklas Ennab; [2009]
    Nyckelord :econometrics; Economics; The Structural model; The Reduce-form model; The Merton model; Credit default swap spread; The Hull and White model; Probability of Default; credit risk; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : This paper focuses on measurement methods of credit risk. By modeling credit default swap spreads and predicting possible defaults of corporations with the use of default probabilities this paper makes the search for consistent methods to measure and manage risk by constructing plausible forecasts of contingent corporate defaults. LÄS MER

  5. 4. A Comparative Study between the KMV and the Zero-Price Probability for Default Prediction

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Paul Göransson; Ivar Alfred Gretarsson; [2008]
    Nyckelord :credit risk; KMV; Zero-Price Probability; ZPP; Monte Carlo Simulation; Default-probability; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : This master’s thesis is a comparative study between a structural model and a simulation based model for predicting default-probabilities. The structural model used is the KMV model and the simulation based is a new model called Zero-Price Probability. The main focus is on the new simulation based approach rather than the older established models. LÄS MER