Sökning: "Bond Pricing"
Visar resultat 1 - 5 av 68 uppsatser innehållade orden Bond Pricing.
1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : 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
2. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor
Master-uppsats, KTH/Matematik (Avd.)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
3. The Green Premium : a study of the pricing of green bonds on the Swedish bond market
Master-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : 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
4. An Artificial Neural Network Approach to Algorithmic Trading
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. LÄS MER
5. Tick-Tock: Time to invest? : A Study of the Investment Performance of Luxury Watches versus Traditional Assets
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : Background: This study discusses the phenomenon of luxury goods as investment assets,focusing on luxury watches in particular. The rise of globalization and increased wealth,particularly among the middle and high-income groups in developing countries, hascreated a larger potential customer base for luxury items. LÄS MER