Sökning: "mortgage interest"

Visar resultat 21 - 25 av 92 uppsatser innehållade orden mortgage interest.

  1. 21. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Jan Müller; [2022]
    Nyckelord :Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

    Sammanfattning : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. LÄS MER

  3. 22. The effect of rising interest rates on Swedish condominium prices.

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

    Författare :Emil Bengtsson; Simon Påhlman; [2021-02-10]
    Nyckelord :Condominium prices; mortgage rate; interest rate; inflation; unemployment; GDP; equity wipe out; confidence; Animal spirit; VECM; Sweden; rising interest rate;

    Sammanfattning : This study examines the effects of rising interest rates on condominium prices in Sweden using the Vector Error Correction Model (VECM). There have been several studies across the globe that have examined the relationship between house prices and interest rates, while the condominium segment has not been greatly covered. LÄS MER

  4. 23. Räntevalet - Bunden eller rörlig ränta? : En kvantitativ studie över faktorer som påverkar de svenska bolånetagarnas val av räntebindningstid

    Magister-uppsats, Karlstads universitet

    Författare :ludvig friberg; [2021]
    Nyckelord :Mortgage choice; Swedish mortgage market; risky choice; risk; mortgages; Ränteval; svenska bolånemarknaden; ränta; risk; val under risk; bostadslån;

    Sammanfattning : Under de senaste 20 åren har värdet på de svenska privata hushållens bostadslån ökat med i genomsnitt 8,1 % per år. Som en konsekvens av att bostadspriserna ökat i högre takt än inflationen har hushållen tvingats belåna sig i en högre grad, vilket bidragit till att både skuldkvoten och belåningsgraden ökat. LÄS MER

  5. 24. The Competitive Development of the Swedish Mortgage Market

    Kandidat-uppsats, Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

    Författare :Kelvin Tran; Eddie Negussu; [2021]
    Nyckelord :Mortgage; Market; Competition; Oligopoly;

    Sammanfattning : The problem with weak competition is the socially inefficient market it causes, but also the market power it gives firms to exercise. This thesis aimed to analyse whether the competition in the mortgage market had changed since 2013 compared to 2020. LÄS MER

  7. 25. Impact of Forward-Looking Macroeconomic Information on Expected Credit Losses According to IFRS 9

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Christian Corfitsen; [2021]
    Nyckelord :IFRS 9; Expected credit loss; ECL; VAR; Vector Autoregression; Forecasting; Impulse Response Analysis; Forecast Error Variance Decomposition; IFRS 9; Expected credit loss; ECL; VAR; Vektorautoregression; Prognostisering; Impulsresponsanalys; Forecast error variance decomposition;

    Sammanfattning : In this master thesis, the impact of forward-looking macroeconomic information under IFRS 9 is studied using fictional data from a Swedish mortgage loan portfolio. The study employs a time series analysis approach and employs vector autoregression models to model expected credit loss parameters with multiple incorporated macroeconomic parameters. LÄS MER