Sökning: "maturity classes"
Visar resultat 1 - 5 av 11 uppsatser innehållade orden maturity classes.
1. Stand characteristics and temperature’s effect on bilberry availability and quality
Master-uppsats, SLU/Dept. of Wildlife, Fish and Environmental StudiesSammanfattning : Stand characteristics is a crude description of a forest and provides general knowledge of what the forest looks like, for example plant composition and site productivity. Factors and measurements like tree canopy and basal area affects the near ground microclimate through temperature regulation, light intake, and available soil nutrient. LÄS MER
2. Implied volatility with HJM–type Stochastic Volatility model
Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikationSammanfattning : In this thesis, we propose a new and simple approach of extending the single-factor Heston stochastic volatility model to a more flexible one in solving option pricing problems. In this approach, the volatility process for the underlying asset dynamics depends on the time to maturity of the option. LÄS MER
3. The Calibrated SSVI Method - Implied Volatility Surface Construction
Master-uppsats, KTH/Matematisk statistikSammanfattning : In this thesis will the question of how to construct implied volatility surfaces in a robust and arbitrage free way be investigated. To be able to know if the solutions are arbitrage free was an initial investigation about arbitrage in volatility surfaces made. From this investigation where two comprehensive theorems found. LÄS MER
4. Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors
Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utvecklingSammanfattning : Real estate is commonly viewed as a good diversification tool since the real estate market cycle exhibit low correlations to other asset classes. Moreover, Real Estate Investment Trusts (REITs) have become increasingly popular in the past decades since this investment form offers private investors a convenient way of diversifying stock portfolios with real estate. LÄS MER
5. Multiple large shareholders, control contestability and debt maturity : A study on the conflict of interest over debt maturity between minority and large shareholders on the Swedish stock exchange
Magister-uppsats, Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : Background: Sweden has a tradition of a concentrated ownership structure where many owners use dual asset classes to maintain corporate control by possessing small portions of the dividend rights. Financial literature has shown that these controlling owners find more incentives to divert corporate resources for private use, at the expense of shareholders. LÄS MER