Sökning: "premium"

Visar resultat 1 - 5 av 655 uppsatser innehållade ordet premium.

  1. 1. The effects of political uncertainty on options: An empirical study of S&P 500, Euro Stoxx 50, and S&P sectors around political events

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

    Författare :Gabriel Wannes; Nihat Anwar; [2021]
    Nyckelord :Political uncertainty; Options; Implied volatility; Sectors;

    Sammanfattning : We study options spanning political events and examine whether a price premium, associated with the political uncertainty from events, exists. First, we use recent data and replicate parts of Kelly, Pastor, and Veronesi (2016) by analysing how the price risk, variance risk, and tail risk associated with political events, affect equity options on the S&P 500 and Euro Stoxx 50 indices. LÄS MER

  2. 2. Do ESG risks influence M&A transactions? Evidence from the United States

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

    Författare :Daniel Worring Pozo; [2021]
    Nyckelord :ESG Risks; Mergers and Acquisitions; Deal Completion Likelihood; Deal Duration; Bid Premium;

    Sammanfattning : Using two large samples of US M&A transactions, this study assesses whether reputational ESG risks of targets and acquirors influence deal completion likelihood, deal duration and bid premium of the transaction. Higher reputational ESG risks of the acquiror are connected to a longer deal duration if the transaction includes a large target or does not involve a tender offer, as well as to a decreased deal completion likelihood for non-competitive and non-tender transactions. LÄS MER

  3. 3. Brown and Green – What’s the Yield in Between?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Eric Werleus; Emil Höckerfelt; [2021]
    Nyckelord :green bond premium; matching method; z-spread; bid-ask spread; Business and Economics;

    Sammanfattning : The growing need for green investments has contributed to the increased issuance of green bonds. This research investigates if green bonds are priced differently from conventional bonds by measuring yield spread discrepancies. LÄS MER

  4. 4. Evaluation of the Variance in the Premium Provision Estimate : Handling Inhomogeneous and Decreasing Risk in Premium Provision Purposes

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Eric Egelius; Anna Methander; [2021]
    Nyckelord :Premium Provision; Reserves; Insurance; Claim Frequency; Inhomogeneous Risk; Claim Severity; Hidden Fault; Title Transfer Insurance; Premiereserv; Reserv; Försäkring; Skadefrekvens; Inhomogen Risk; Skadekostnad; Dolda Fel; Säljaransvarsförsäkring;

    Sammanfattning : The costs related to events of losses within non-life insurance are stochastic and a prerequisite of running a successful insurance business is to predict risks and future costs. From both a business- and regulatory perspective, it is of high interest to have a genuine understanding of the precision and the sensitivity of the estimated costs and future risks. LÄS MER

  5. 5. Clean and green, but what does it mean?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Erik Konstenius; Henning Welin; [2021]
    Nyckelord :Socially responsible investing; ESG-ratings; M A; merger strategy; multivariate regression; Business and Economics;

    Sammanfattning : The aim of this paper is to study what role sustainability commitments of the target company have on merger strategies by studying bid premiums determinants between the years 2000 and 2020. The paper uses multivariable regression models that include, among other variables, the degree the target company commits to sustainability and the difference in how much the target and the acquirer commit to sustainability. LÄS MER