Sökning: "CoCos"

Visar resultat 11 - 15 av 15 uppsatser innehållade ordet CoCos.

1. 11. On the Valuation of Contingent Convertibles (CoCos): Analytically Tractable First Passage Time Model for Pricing AT1 CoCos

   Master-uppsats, KTH/Matematisk statistik

   Författare :Bianca Dufour Partanen; [2016]
   Nyckelord :Contingent Convertibles; Pricing; Structural model; First passage time model; AT1P model; Calibration.;

   Sammanfattning : Contingent Convertibles (CoCos) are a new type of hybrid debt instrument characterized by forced equity conversion or write-down under a specified trigger event, usually indicating a state of near non-viability of the Additional Tier 1 capital category, giving them additional features such as possible coupon cancellation. In this thesis, the structure of CoCos is presented and different pricing approaches are introduced. LÄS MER

3. 12. Evaluating energy efficiency and emissions of charred biomass used as a fuel for household cooking in rural Kenya

   Uppsats för yrkesexamina på avancerad nivå,

   Författare :Nemer Achour; [2015]
   Nyckelord :;

   Sammanfattning : In sub-Saharan Africa a large share of the energy use utilize biomass as a fuel. In some countries more than 90 percent of the energy use is biomass. This energy is primarily used for cooking, heating and drying. LÄS MER

4. 13. Evaluating energy efficiency and emissions of charred biomass used as a fuel for household cooking in rural Kenya

   Uppsats för yrkesexamina på avancerad nivå, SLU/Dept. of Energy and Technology

   Författare :Achour Nemer; [2015]
   Nyckelord :gasifier; charcoal; biochar; cooking fuel; improved cook stove;

   Sammanfattning : In sub-Saharan Africa a large share of the energy use utilize biomass as a fuel. In some countries more than 90 percent of the energy use is biomass. This energy is primarily used for cooking, heating and drying. LÄS MER

5. 14. Pricing Contingent Convertibles - in an intensity based model

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

   Författare :Magnus Brandt; Caroline Hermansson; [2013-07-10]
   Nyckelord :Convertible bonds; Contingent convertibles CoCos ; Credit Default Swaps CDS ; CDS Spread; Credit Derivative approach;

   Sammanfattning : As a result of the recent years financial instability, governments have developed new regulatory frameworks for bank capital adequacy. Authorities have become more aware of keeping capital as a buffer to absorb potential losses. Due to this, a new financial instrument, so-called Contingent convertibles (CoCos) have become more interesting. LÄS MER

7. 15. Modelling and Pricing Contingent Convertibles

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Per Alvemar; Philip Ericson; [2012-07-25]
   Nyckelord :Contingent Convertible Bonds; Contingent Convertible Capital; CoCos; Pricing; Credit Derivatives; Equity Derivatives; Credit Default Swaps CDS ; Bond Pricing;

   Sammanfattning : Recent years financial turbulence has energized implementation of comprehensive regulatory standards on bank capital adequacy. Regulators demand more capital with loss absorbance properties and the Contingent Convertible bond, CoCo, has become an increasingly pop- ular way to gather such capital. LÄS MER