Essays about: "Housing Price Derivatives"

Found 3 essays containing the words Housing Price Derivatives.

  1. 1. Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market

    University essay from KTH/Fastigheter och byggande

    Author : Ofelia Isberg; [2017]
    Keywords : Derivatives; Exchange; Futures Contracts; Hedging; Speculating; Real Estate; Derivat; Exchange; Futures Contracts; Hedging; Spekulation; Fastigheter;

    Abstract : 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. READ MORE

  2. 2. Incomplete Market Models and The Housing Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Henrik Petri; Olof Gustafsson; [2010]
    Keywords : Housing Market; Calibration; Brownian motion; Ornstein Uhlenbeck; Good Deal Bounds;

    Abstract : 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. READ MORE

  3. 3. Housing Price Insurance: A Study of the Willingness to Pay

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Torbjörn Bäckmark; [2010]
    Keywords : Housing Price Insurance; Housing Price Derivatives; Willingness to pay; Tobit model;

    Abstract : 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. READ MORE