Sökning: "market for housing price derivatives"
Hittade 4 uppsatser innehållade orden market for housing price derivatives.
1. Prishedge av svenska bostäder : Är det effektivt och vilka hinder för en marknad?
Master-uppsats, Linköpings universitet/NationalekonomiSammanfattning : Denna uppsats undersöker hur effektivt det vore att hedga svenska bostadspriser under tidsperioden 2005–2017 med hjälp av ett bostadsprisindex. Uppsatsen undersöker ickeperiodiserade och periodiserade hedgar genom tre olika hedgingstrategier i form av statisk, dynamisk och optimal hedge. LÄS MER
2. Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market
Master-uppsats, KTH/Fastigheter och byggandeSammanfattning : In the past decades, real estate has turned into something more than just a home, it has become an investment. The interest to invest in the real estate market has increased from investors but also from private persons where the demand not only is to find a living but also perceived as an investment to make a profit or reinvest in the future. LÄS MER
3. Incomplete Market Models and The Housing Market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This thesis investigates the characteristics of the market for housing derivatives. We fit two incomplete market models to data using futures contracts on the S&P/Case-Shiller Composite 10 Index. LÄS MER
4. Housing Price Insurance: A Study of the Willingness to Pay
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : The purpose of this study is to empirically identify factors that affect the willingness to pay for housing price insurance. Applying a Tobit model to data from a market survey performed in Uppsala 2007, this study shows that the willingness to pay for housing price insurance is negatively correlated with homeowners equity in their house, household income and the horizon for the investment in the house and that the willingness to pay is positively correlated with the respondents level of risk aversion. LÄS MER