Sökning: "Bond index"

Visar resultat 11 - 15 av 48 uppsatser innehållade orden Bond index.

1. 11. Factors affecting liquidity in the Nordic corporate bond market : A study on MiFiR required post trade transactions

   Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Lundholm Markus; [2021]
   Nyckelord :;

   Sammanfattning : The Nordic corporate bond market is a market growing in significance of the financial landscape, but is rather sparsely investigated due to its low transparency characteristics. Utilizing the new EU legislative framework MiFiR, this study implements a quantitative liquidity measure on transactions reported as required by MiFiR. LÄS MER

3. 12. 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 characteristics of the 21st century. This has enabled very complex numerical methods for solving existing problems. As a result, one area that has seen an extraordinary rise in popularity over the last decade is what is called deep learning. LÄS MER

4. 13. What drives volunteer’s satisfaction, and how individuals can benefit from it? : Guide being a volunteer for dummies

   Kandidat-uppsats, Jönköping University/Internationella Handelshögskolan

   Författare :Imane Signate; Mariama Boubacar Sanda; [2020]
   Nyckelord :Volunteer Management; Volunteer Satisfaction; NGO’s; Volunteering experience; Drivers of satisfaction;

   Sammanfattning : Previous studies focused on the main factors of volunteer’s satisfaction and how the organizations can influence it. This paper set out what drives volunteer’s satisfaction and in which ways can individuals benefit from it. The authors implemented the ground theory to approach this problem. LÄS MER

5. 14. Pricing power and time-variation of global factor proxies

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Usama Malik; [2020]
   Nyckelord :international asset pricing; financial integration; Stochastic Discount Factor; pricing power; time-variation; Business and Economics;

   Sammanfattning : The marginal pricing power and individual impact of proxies used in international asset pricing and financial integration studies is not well researched. In this study I look at the most widely used proxies; i.e. World Index Return, change in Eurodollar rate, change in spread between 10-year U. LÄS MER

7. 15. Sustainable Bonds and Beyond: A Sustainable Alternative for Portfolio Diversification : An empirical study of sustainable bonds and existing asset classes from a volatility and correlation perspective in Sweden

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Tung Bui Ba; Javier Jo; [2020]
   Nyckelord :Responsible Investment; Sustainable Bonds; Swedish Market; Modern Portfolio Theory; Diversification; Volatility; Correlation; Hedging;

   Sammanfattning : Increasing awareness of sustainable issues is just one of the ways how modern society has evolved. Due to the growing challenges faced by climate change and societal issues, our world has grown to be more innovative in the fight and support towards initiatives that will contribute to the long-term of the world we live in. LÄS MER