Sökning: "Sonya Petkova"

Hittade 1 uppsats innehållade orden Sonya Petkova.

  1. 1. CATASTROPHE BONDS: the effect of structural change on pricing during the financial crisis

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Lukas Jovaisa; Sonya Petkova; [2010]
    Nyckelord :Catastrophe bonds; ILS market; reinsurance; pricing models; total return swap counterparty; collateral; structural change; financial crisis; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : 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