Sökning: "Contingent claims analysis"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden Contingent claims analysis.

  1. 1. Under the shade of rumour refutation : a critical analysis of #PoliceRefuteRumour campaign on Chinese social media

    Master-uppsats, Lunds universitet/Medie- och kommunikationsvetenskap; Lunds universitet/Institutionen för kommunikation och medier

    Författare :Mingyi Fang; [2021]
    Nyckelord :Civic Culture; Antagonism and Hegemony; Myth; Rumour; Rumour refutation; Social Sciences;

    Sammanfattning : Rumour refutation is a series of campaigns that the Chinese authorities invest in combating 'the overflow' of network rumours, especially since 2017. These campaigns reflect the Chinese's knowledge of rumour as false and harmful. LÄS MER

  2. 2. Farmers' willingness to adopt silvopasture practices : investigating compensation claims using a contingent valuation approach among Swedish cattle producers

    Master-uppsats, SLU/Dept. of Economics

    Författare :Harold Opdenbosch; [2021]
    Nyckelord :Silvopasture practices; willingness to adopt; compensation claims; contingent valutation method; survey; theory of planned behaviour; Heckman two-step model; factor analysis; cattle production; Sweden;

    Sammanfattning : To mitigate greenhouse gas emissions and biodiversity loss from cattle production in Sweden, it is particularly crucial to incentivize cattle producers to adopt silvopasture practices. To investigate cattle producers’ willingness to adopt silvopasture practices and the related compensation claims, a contingent valuation survey was conducted among cattle producers in Sweden. LÄS MER

  3. 3. Analys av kredit- och ränterisk över konjunkturcykler - En studie av amerikanska företagsobligationer

    Kandidat-uppsats,

    Författare :Simon Boström; Emil Johansson; [2019-07-09]
    Nyckelord :US Corporate bonds; Credit spread; Credit rating; Volatility; Contingent claims pricing model;

    Sammanfattning : In recent years, the market for US corporate bonds has recovered from the financial crisis in 2008. Since the credit spread is of great importance to many stakeholders, this thesis has been written with the purpose to examining the underlying factors that affect the credit spread for US corporate bonds. LÄS MER

  4. 4. Stress-testing of the Russian Banking Sector: Contingent Claims Analysis Approach

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Anna Kulakova; [2019]
    Nyckelord :credit risk; stress-testing; contingent claims analysis; Merton model; vector autoregression; Business and Economics;

    Sammanfattning : This study aims to perform stress-testing of the Russian banking sector with a focus on credit risk measures derived by using contingent claims analysis, an extension of Black-Scholes and Merton option pricing theory. Risk exposure indicators are linked to a number of macroeconomic variables that describe global and domestic economic and financial development. LÄS MER

  5. 5. Profit or Loss? Exploring the Decision-Making Value of Natural Capital Accounting for Businesses

    Master-uppsats, Lunds universitet/Internationella miljöinstitutet

    Författare :Elena Talalasova; [2017]
    Nyckelord :natural capital accounting; corporate decision-making; integration; environmental information; monetary evaluation; Earth and Environmental Sciences;

    Sammanfattning : The aim of the study at had was to explore the potential of Natural Capital Accounting (NCA) to integrate environment into business decision-making. In order to fulfill the aim, the research was split into three main parts. LÄS MER