Sökning: "capital structure arbitrage"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden capital structure arbitrage.

1. 1. Who Let the Dogs Out? A Case Study of Fidelio Capital's and Nordic Capital's Investment in AniCura

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Haris Valjevac; Sigurd Log Roeren; [2021]
   Nyckelord :Buy-and-Build; Private Equity; Secondary Buyouts; Merger Integration;

   Sammanfattning : We aim to study the value creation in a buy-and-build strategy, how secondary buyouts can create value and how an extreme number of acquisitions can be transformed to one company. To do this, we studied AniCura (prev. Djursjukhusgruppen) during Fidelio Capital and Nordic Capital's ownership from 2011-2018, in a single case study. LÄS MER

3. 2. RELATIONSHIP BETWEEN SOVEREIGN CREDIT DEFAULT SWAP AND STOCK MARKETS- The Case of East Asia     

   Master-uppsats, Företagsekonomi; Handelshögskolan vid Umeå universitet (USBE)

   Författare :Serkalem Tilahun Basazinew; Aliaksandra Vashkevich; [2013]
   Nyckelord :sovereign credit risk; credit default swap; stock index; Merton model; price discovery; capital structure arbitrage; emerging market.;

   Sammanfattning : When adjusted to sovereign entities, the structural credit risk model assumes a negative (positive) relationship between sovereign CDS spreads and stock prices (volatilities). In theory both markets are supposed to incorporate new information simultaneously. LÄS MER

4. 3. Financial innovation in the public real estate market : How to exploit arbitrage opportunities in public real estate pricing due to investment approach differences between the real estate market and the capital market

   Magister-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

   Författare :Jacob Gejler; [2013]
   Nyckelord :Financial Innovation; Public Real Estate; Securitization; Asset Backed Securities;

   Sammanfattning : As the stock market is volatile and often short-term, there is a high demand for safe investments outside the stock market and institutional investors like pension funds, insurance companies and asset managers are increasingly searching for low-risk investments that can deliver safe returns.   Alternative investments, like real estate, are a popular way to invest institutional capital. LÄS MER

5. 4. Trading in the Credit Derivatives market with equity-based Credit Default Swap spreads

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Martin Nilsson; Jakob Palmstierna; [2007]
   Nyckelord :credit default swap; Basel II; Capital Structure Arbitrage; Probability of Default; equity-based modelling; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Sammanfattning : This thesis gives an introduction to BASEL II and hence a motivation for the use of credit derivatives in general and Credit Default Swaps in particular. We develope (from Atlan and Leblanc (2005) and Bengtsson and Bjurhult (2006)) a model to price the CDS contracts and use this in a trading strategy - trying to find risk arbitrage. LÄS MER

7. 5. 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