Sökning: "Peter Lando"

Hittade 1 uppsats innehållade orden Peter Lando.

  1. 1. Liquidity and corporate bond pricing on the Swedish market

    Master-uppsats, KTH/Matematisk statistik

    Författare :Peter Nguyen Andersson; [2014]
    Nyckelord :;

    Sammanfattning : In this thesis a corporate bond valuation model based on Dick-Nielsen, Feldhütter, and Lando (2011) and Chen, Lesmond, and Wei (2007) is examined. The aim is for the model to price corporate bond spreads and in particular capture the price effects of liquidity as well as credit risk. LÄS MER