Sökning: "Housing Price Derivatives"

Hittade 4 uppsatser innehållade orden Housing Price Derivatives.

  1. 1. Prishedge av svenska bostäder : Är det effektivt och vilka hinder för en marknad?

    Master-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Oskar Blad; Robin Ferin; [2018]
    Nyckelord :hedging housing price; hedge; hedging effectiveness; hedge ratio; market for housing price derivatives; house price derivatives; house price risk; transaction costs; OLS; ECM; naive hedge; bostadsprishedge; hedge; hedgingeffektivitet; hedge ratio; marknad för bostadsprisderivat; bostadsprisderivat; transaktionskostnader; bostadsspecifik risk; OLS; ECM; naiv hedge;

    Sammanfattning : Denna uppsats undersöker hur effektivt det vore att hedga svenska bostadspriser under tidsperioden 2005–2017 med hjälp av ett bostadsprisindex. Uppsatsen undersöker ickeperiodiserade och periodiserade hedgar genom tre olika hedgingstrategier i form av statisk, dynamisk och optimal hedge. LÄS MER

  3. 2. Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market

    Master-uppsats, KTH/Fastigheter och byggande

    Författare :Ofelia Isberg; [2017]
    Nyckelord :Derivatives; Exchange; Futures Contracts; Hedging; Speculating; Real Estate; Derivat; Exchange; Futures Contracts; Hedging; Spekulation; Fastigheter;

    Sammanfattning : In the past decades, real estate has turned into something more than just a home, it has become an investment. The interest to invest in the real estate market has increased from investors but also from private persons where the demand not only is to find a living but also perceived as an investment to make a profit or reinvest in the future. LÄS MER

  4. 3. Incomplete Market Models and The Housing Market

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Henrik Petri; Olof Gustafsson; [2010]
    Nyckelord :Housing Market; Calibration; Brownian motion; Ornstein Uhlenbeck; Good Deal Bounds;

    Sammanfattning : This thesis investigates the characteristics of the market for housing derivatives. We fit two incomplete market models to data using futures contracts on the S&P/Case-Shiller Composite 10 Index. LÄS MER

  5. 4. Housing Price Insurance: A Study of the Willingness to Pay

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Torbjörn Bäckmark; [2010]
    Nyckelord :Housing Price Insurance; Housing Price Derivatives; Willingness to pay; Tobit model;

    Sammanfattning : The purpose of this study is to empirically identify factors that affect the willingness to pay for housing price insurance. Applying a Tobit model to data from a market survey performed in Uppsala 2007, this study shows that the willingness to pay for housing price insurance is negatively correlated with homeowners equity in their house, household income and the horizon for the investment in the house and that the willingness to pay is positively correlated with the respondents level of risk aversion. LÄS MER