Sökning: "Joel Alm"

Hittade 2 uppsatser innehållade orden Joel Alm.

1. 1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
   Nyckelord :Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

   Sammanfattning : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. LÄS MER

3. 2. Delningsekonomi & kultur - En analys om hur ett kulturellt perspektiv kan kartlägga och bidra till att marknadsföra delningsekonomi

   Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

   Författare :Erik Sahlgren; Joel Alm; [2020-02-21]
   Nyckelord :Delningsekonomi; CCT; Marknadsföring; Klimat; Konsumentidentitet;

   Sammanfattning : .... LÄS MER