Essays about: "Gustav Alfelt"

Found 1 essay containing the words Gustav Alfelt.

  1. 1. Exploring a proxy to the CDS-Bond basis

    University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

    Author : Gustav Alfelt; [2013-06-20]
    Keywords : ;

    Abstract : This thesis investigates the behaviour of the CDS-bond basis dur- ing and after the 2008 nancial crisis. It is found that the basis plunges deep into negative territory and that the theory of a zero CDS-bond basis is severly violated, not only during the crisis, but also in the subsequent years. READ MORE