Sökning: "Wei Hu"

Hittade 3 uppsatser innehållade orden Wei Hu.

  1. 1. The role of exchange rates on the inflow of foreign direct investment to China

    Kandidat-uppsats, Företagsekonomi

    Författare :Dong Wei Hu; [2013]
    Nyckelord :FDI; China; RMB USD exchange rate; Unit root test; cointegration test;

    Sammanfattning : Since the Chinese economic reforms and opening up to free trade, China has experienced sustained and rapid economic growth during the past thirty years, showing an annual GDP growth rate close to 10%, making this GDP growth ranked as the top three in the world since 2005. This remarkable achievement caused widespread concern in the international community. LÄS MER

  3. 2. Stable Treatment of Discontinuities in the Numerical Pricing of Options with Dividens

    Master-uppsats, Institutionen för informationsteknologi

    Författare :Wei Hu; [2011]
    Nyckelord :;

    Sammanfattning : Black-Scholes is the widely used model of option pricing in practice. In this thesis, discontinuous dividends are involved into the Black-Scholes model. With some substitutions, the Black-Scholes equation can be transferred into another form. LÄS MER

  4. 3. Credit Default Swap in a financial portfolio: angel or devil? : A study of the diversification effect of CDS during 2005-2010.

    Master-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Aliaksandra Vashkevich; Dong Wei Hu; [2010]
    Nyckelord :credit risk; credit derivative; credit default swap; credit spreads; portfolio diversification; investor;

    Sammanfattning : Credit derivative market has experienced an exponential growth during the last 10 years with credit default swap (CDS) as an undoubted leader within this group. CDS contract is a bilateral agreement where the seller of the financial instrument provides the buyer the right to get reimbursed in case of the default in exchange for a continuous payment expressed as a CDS spread multiplied by the notional amount of the underlying debt. LÄS MER