Sökning: "Lukas Jovaisa"
Hittade 1 uppsats innehållade orden Lukas Jovaisa.
1. CATASTROPHE BONDS: the effect of structural change on pricing during the financial crisis
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : The main purpose of this work is to investigate whether the price of catastrophe bonds would be significantly affected if a dummy variable reflecting the change in the catastrophe bond structure is incorporated into the reviewed pricing models. The theoretical framework includes modern theories related to catastrophe bonds, the catastrophe bonds market development and several existing catastrophe bond pricing models. LÄS MER
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