Sökning: "Bond Market"

Visar resultat 6 - 10 av 345 uppsatser innehållade orden Bond Market.

  1. 6. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
    Nyckelord :Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

    Sammanfattning : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. LÄS MER

  3. 7. Impact of Covid-19 on students' financial asset allocation: A Jönköping University study : Quantitative research study on students’ attending Jönköping University financial asset allocation prior and post Covid-19 with different risk attitudes.

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Axel Koch; [2023]
    Nyckelord :Financial asset allocation; Risk-averse; risk-neutral risk-preference; economic uncertainty; Market fluctuations; Expected utility theory.;

    Sammanfattning : Background: Since the emergence of Covid-19 has it reaped and created havoc within every segment of society on a national and global scale. The financial market experienced significant declines and losses but some asset items handled the fluctuations better than others. LÄS MER

  4. 8. En flerfallsstudie av svenska marknadens arbete med gröna obligationer

    Kandidat-uppsats, SLU/Dept. of Economics

    Författare :Lise Flarup; Anton Peiro; [2023]
    Nyckelord :gröna obligationer; legitimitet; motivation; drivkrafter; green bonds; legitimacy; motivation; drivers;

    Sammanfattning : Marknaden för gröna obligationer har haft stor framväxt under de senaste åren, i Sverige såväl som internationellt. Detta beror på hållbarhetens stora roll på de finansiella marknaderna. LÄS MER

  5. 9. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Benjamin Neander; Victor Mattson; [2023]
    Nyckelord :Zero-coupon bond; Vasicek model; Two-factor interest rate model; Stochastic volatility.; Nollkupongobligation; Vasicek model; Räntemodell med två faktorer; Stokastisk volatilitet.;

    Sammanfattning : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. LÄS MER

  7. 10. The Green Premium : a study of the pricing of green bonds on the Swedish bond market

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Kevin Molnár; Ahmad Zaryab; [2023]
    Nyckelord :green premium; bond pricing; green bonds; credit ratings; green certification; Sweden; secondary market;

    Sammanfattning : Issuing environmentally aligned green bonds has become an increasingly popular way to raise capital for green investments during the last decade. This thesis explores potential pricing differences between green and conventional bonds, known as the green premium, on the Swedish secondary bond market. LÄS MER