Sökning: "Yield Volatility"

Visar resultat 16 - 20 av 69 uppsatser innehållade orden Yield Volatility.

1. 16. Varierande kontorsyielder i Sveriges största CBD’s : En jämförelse mellan Stockholm, Göteborg och Malmö

   Kandidat-uppsats, KTH/Fastigheter och byggande

   Författare :Hannes Ernhagen Jönsson; Miles Gullström-Hughes; [2021]
   Nyckelord :Real estate investment; yield; risk; growth; Direktavkastning; direktavkastningskrav; risk;

   Sammanfattning : Syftet med denna kandidatuppsats är att undersöka differensen i direktavkastning mellan Sveriges tre största CBDs (Central Business Districts): Stockholm, Göteborg och Malmö. Som utgångspunkt studeras kontorsmarknaden, och relationen mellan yielden och ortens storlek. LÄS MER

3. 17. Empirical study of methods to complete the swaption volatility cube from the caplet volatility surface

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Tillämpad matematik och statistik

   Författare :Niclas Samuelsson; [2021]
   Nyckelord :fixed income; interest rate derivatives; swaption; cap;

   Sammanfattning : Fixed income markets are vast markets, involving a large number of actors including financial institutions, state actors, asset managers and corporations. An import part of these markets are contracts written on the xIBOR rates. LÄS MER

4. 18. Stock price volatility and dividend policy: The German stock exchange

   Kandidat-uppsats, Jönköping University/IHH, Nationalekonomi

   Författare :Christopher Karlsson; Alexander von Renteln; [2021]
   Nyckelord :Stock Price volatility; Dividend Yield; Dividend policy; Stock Market; Deutscher Aktienindex;

   Sammanfattning : The objective of this research is to analyse if there is a negative relationship between dividend policy and stock price volatility in the German stock market.  The data that was collected for this research consists of the 30 biggest companies listed on the German stock exchange Deutscher Aktienindex known as DAX 30 for the period 2000-2020. LÄS MER

5. 19. Gröna obligationer : Certifieringens betydelse ur ett investerarperspektiv

   Kandidat-uppsats, Södertörns högskola/Företagsekonomi

   Författare :Erik Forsgren; Isabelle Moré; [2021]
   Nyckelord :Green Premium; Environmental; Social and Corporate Governance; Climate Bonds Initiative; Green Bonds Principles; Yield Spread;

   Sammanfattning : The aim of this study is to analyze and compare risk, volatility, yields as well as prices of green bonds, and whether they differ given certification or third party evaluation. The study bases its theoretical standpoint on bond risk, volatility and yield from a standpoint of the Merton as well as Jarrow & Turnbull models, as well as previous studies in the field. LÄS MER

7. 20. What causes fluctuations in the exchange rate? A quantitative study on the underlying variables that affects the Swedish Krona and Euro exchange rate

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Oskar Fagerholm; Arien Haghshenas; [2020-02-18]
   Nyckelord :;

   Sammanfattning : This paper focuses on analysing the SEK/EURO exchange rate and focuses on testing if 5 specific variables chosen based on previous research affect the SEK/EURO rate. The study uses monthly data from January 2000 to September 2019, the five variables tested are Interest Rate differentials, Inflation Rate differentials, Yield Curve differentials, Implied Volatility Index and the difference in Economic Sentiment. LÄS MER