Sökning: "Jesper Giversen"

Hittade 2 uppsatser innehållade orden Jesper Giversen.

1. 1. CONTINUOUS TIME PROCESSES IN TIMES OF CRISIS: THE CASE OF GBM AND CEV MODELS

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jesper Giversen; Mohamed Bendkia; [2011]
   Nyckelord :Geometric Brownian Motion; GBM; Constant Elasticity of Variance; CEV; Continuous Time Processes; Financial Markets; Financial Crisis; Business and Economics;

   Sammanfattning : This research aims at studying continuous time models within different stock market environments. We assume that the modeling of continuous time processes may be altered whether an equity market is experiencing a crisis or a pre-crisis period. LÄS MER

3. 2. Effect of Fed's Discount Rate Changes on Foreign Stock Indices - Event Study on Morocco and Denmark

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Jesper Giversen; Mohamed Bendkia; [2008]
   Nyckelord :Event Studies; Financial Markets; Theory of Decoupling; Theory of Financial Integration; Financial Crisis; Management of enterprises; Företagsledning; management; Business and Economics;

   Sammanfattning : The paper is divided into 8 chapters: Introduction, Background, Theoretical Framework,Methodology & Data Sampling, Results, Analysis, Discussion and finally Conclusion and Proposals for Further Research. The introduction chapter in brief discuses theory of decoupling suggests that emerging markets can be unaffected by crisis in developed economies, while theory of financial integration states that globalization made economies intertwined to each other. LÄS MER