Sökning: "Adrian Djerf"

Hittade 3 uppsatser innehållade orden Adrian Djerf.

  1. 1. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting

    Master-uppsats, KTH/Matematisk statistik

    Författare :Adrian Djerf; [2020]
    Nyckelord :AT1; CoCo; Contingent Convertible; Trigger Risk; Bonds; Valuation; Financial Mathematics; Hybrid Capital; AT1; CoCo; Contingent Convertible; Trigger risk; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

    Sammanfattning : Contingent convertible bonds (often referred to as CoCo bonds, or simply CoCos) are a relatively new financial instrument designed to absorb unexpected losses. This instrument became increasingly more common after the financial crisis of 2008, as a way to decrease the risk of insolvency among banks and other financial institutions. LÄS MER

  3. 2. Monte Carlo Simulations of Stock Prices : Modelling the probability of future stock returns

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Tobias Brodd; Adrian Djerf; [2018]
    Nyckelord :monte carlo; simulations; finance; modelling; geometric brownian motion; random walks; stock prices; probability theory; monte carlo; simuleringar; finans; modellering; geometric brownian motion; random walks; aktiekurser; sannolikhetsteori;

    Sammanfattning : The financial market is a stochastic and complex system that is challenging to model. It is crucial for investors to be able to model the probability of possible outcomes of financial investments and financing decisions in order to produce fruitful and productive investments. LÄS MER

  4. 3. "Decision-making and market expansion: a case study of Saab AB."

    Kandidat-uppsats, Högskolan i Halmstad

    Författare :Martin Eriksson; Adrian Djerf; [2015]
    Nyckelord :;

    Sammanfattning : .... LÄS MER