Sökning: "Bond Market"

Visar resultat 1 - 5 av 221 uppsatser innehållade orden Bond Market.

  1. 1. Deep Learning and the Heston Model:Calibration & Hedging

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

    Författare :Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
    Nyckelord :deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

    Sammanfattning : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. LÄS MER

  2. 2. Challenges of Achieving a Green Future and Financial Security - A Multiple Case Study of Swedish Pension Firms' Green Bond Assessment Processes

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :My Ewrelius Ryde; Josefina Röckert; [2020]
    Nyckelord :Green bonds; ESG Assessment; Conventional Bond Assessment; Socially Responsible Investing; Institutional Logics; Pension Firms; Business and Economics;

    Sammanfattning : Deriving from an increased awareness of the devastating effects of global warming consequences, the interest for green bonds is growing at an explosive pace. However, researchers and practitioners have raised concerns about the challenges of assessing green bonds. LÄS MER

  3. 3. A framework of blockchain technology for green real estate bonds

    Master-uppsats, KTH/Fastigheter och byggande; KTH/Fastigheter och byggande

    Författare :Julian Bauer; Benjamin Bachmaier; [2020]
    Nyckelord :Real estate; Green bonds; Sustainability; Blockchain; Transparency; Fastigheter; Gröna obligationer; Hållbarhet; Blockchain; Genomskinlighet;

    Sammanfattning : This thesis investigates potential solutions to blockchain technology to develop thegreen real estate bond market further. Previous research focused mostly on thetechnology itself, or in connection to other real estate processes such as transactionsor land registries. LÄS MER

  4. 4. Is the Eurozone an Optimal Currency Area? An investigation from a financial market´s perspective

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Niclas Stafsing; Carl Sandström; [2020]
    Nyckelord :Optimal Currency Area; Eurozone; Event study; Equity indices; 10-year government bond yield; Business and Economics;

    Sammanfattning : The purpose of this study is to examine if the Eurozone is an Optimal Currency Area (OCA) or not. To do this we have examined if the European Central Banks monetary policy announcements have a significant impact on the equity markets and on the 10-year government bond yields in the Eurozone. LÄS MER

  5. 5. Financing a sustainable future : green bond sustainability experiments and sustainability transition

    Master-uppsats, Lunds universitet/LUCSUS

    Författare :Qian Mao; [2020]
    Nyckelord :Climate Change; Strategic Niche Management; Multi-Level Perspective; Sustainability Science; Sweden; Green Bond; Social Sciences;

    Sammanfattning : Global warming has become a scientific consensus. Climate change induced impacts on both natural and human systems have been observed. Climate financing for mitigation and adaptation has increased over the years, but it is still far from what is needed according to the 1.5 ̊C scenario by the Intergovernmental Panel on Climate Change. LÄS MER