Essays about: "Karl Ejvegård"

Found 2 essays containing the words Karl Ejvegård.

  1. 1. Central Counterparties. A Numerical Implementation of the Default Waterfall

    University essay from Göteborgs universitet/Graduate School

    Author : Karl Ejvegård; Christian Romaniello; [2016-09-21]
    Keywords : Risk Management; Central Counterparty; Risk; Stochastic Models; Monte Carlo Simulation; Mixed Binomial Models; Interest Rate Swap;

    Abstract : This thesis studies so called Central Counterparties (CCP), nancial institutions which consist of clearing members, such as large banks. CCPs have the role of centralizing, mutualizing and reducing counterparty risk, by acting as an intermediate in nancial transactions. READ MORE

  3. 2. The price of sustainability on the Swedish market - A study of ESG restrictions on value weighted portfolios

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Karl Ejvegård; Viktor Skogfält; [2014-06-26]
    Keywords : ;

    Abstract : In this paper, we evaluate value weighted portfolios with ESG constraints on the Swedish stock market from 2009 to 2013. Most studies within this area have not been able to show significant difference in performance between ethical and conventional portfolios. READ MORE