Sökning: "financial instruments"
Visar resultat 1 - 5 av 293 uppsatser innehållade orden financial instruments.
- Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik
Sammanfattning : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. LÄS MER
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : Since the 2008 crisis, the hedging instruments have gained popularity with financial institutions. This is the case of the total return swap that is used today by major institutions like Goldman Sachs or J.P. Morgan. LÄS MER
3. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Accounting for Extension RiskMaster-uppsats, KTH/Matematisk statistik
Sammanfattning : The investment and financing instrument AT1, or Contingent Convertible bond, has become popular in the post-crisis capital markets, prompting interest and research in the academic world. The instrument's debt definition but equity boosting properties makes it rather extraordinary, and its stochastic features makes multiple mathematical valuation methodologies relevant, especially with regard to the risk of extending the call date of the instrument. LÄS MER
- Master-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : The modus operandi of most asset managers is to promise clients an annual risk target, where risk is measured by realized standard deviation of portfolio returns. Moreover, Markowitz (1952) portfolio selection requires an estimate of the covariance matrix of the returns of the financial instruments under consideration. LÄS MER
- Master-uppsats, Göteborgs universitet/Statsvetenskapliga institutionen
Sammanfattning : This thesis explores the uneven reach of a high-capacity state over societal actors. Infrastructural power is the aspect of state capacity that determines how far a bureaucracycan reach into a society. The limited reach over certain societal actors illustrates the variedability of a state’s radiating institutions to regulate social relations. LÄS MER