Sökning: "Natalia Hedberg"

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  1. 1. Evaluation of Capital Structure Arbitrage in the Equity-Credit Markets

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Daniel Zakrisson; Fredrik Hedberg; Daniel Ferm; Natalia Danilina; [2007]
    Nyckelord :Capital Structure Arbitrage; Credit Default Swaps; Creditgrades; Value-at-Risk; Arbitrage Trading; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : Purpose: The purpose of this thesis is to test for the existence of Capital Structure Arbitrage oppertunities in the equity-credit markets. Methodology: The mispricing of Credit Default Swap contracts are calculated and used as input in an Equity-Credit market trading strategy. LÄS MER