Sökning: "Carl Hjelmqvist"

Hittade 2 uppsatser innehållade orden Carl Hjelmqvist.

1. 1. 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. 2. NC-SCORE : EN UTVECKLING AV STOCK SELECTION FOR THE DEFENSIVE INVESTOR PÅ DEN SVENSKA AKTIEMARKNADEN

   Kandidat-uppsats, Högskolan i Halmstad/Akademin för ekonomi, teknik och naturvetenskap

   Författare :Nils Andersson; Carl Hjelmqvist; [2020]
   Nyckelord :Corporate finance; NC-Score; Stock Selection for the Defensive Investor; Large cap; Benjamin Graham; CAPM; Sharpe Ratio; Finansiell ekonomi; Värdeinvestering; Effektiva marknadshypotesen; Riskjusterad avkastning; OMXS30GI; Modern porföljvalsterori;

   Sammanfattning : The purpose of this study was to develop a new investment strategy called NC-Score. The strategy is based on Chapter 14 of The Intelligent Investor written by Benjamin Graham, but with other key figures and criteria. The key figures were chosen on the basis of creating a varied and comprehensive picture of the companies as possible. LÄS MER