Essays about: "Adrian Djerf"

Found 3 essays containing the words Adrian Djerf.

  1. 1. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting

    University essay from KTH/Matematisk statistik

    Author : Adrian Djerf; [2020]
    Keywords : AT1; CoCo; Contingent Convertible; Trigger Risk; Bonds; Valuation; Financial Mathematics; Hybrid Capital; AT1; CoCo; Contingent Convertible; Trigger risk; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

    Abstract : Contingent convertible bonds (often referred to as CoCo bonds, or simply CoCos) are a relatively new financial instrument designed to absorb unexpected losses. This instrument became increasingly more common after the financial crisis of 2008, as a way to decrease the risk of insolvency among banks and other financial institutions. READ MORE

  3. 2. Monte Carlo Simulations of Stock Prices : Modelling the probability of future stock returns

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Tobias Brodd; Adrian Djerf; [2018]
    Keywords : monte carlo; simulations; finance; modelling; geometric brownian motion; random walks; stock prices; probability theory; monte carlo; simuleringar; finans; modellering; geometric brownian motion; random walks; aktiekurser; sannolikhetsteori;

    Abstract : The financial market is a stochastic and complex system that is challenging to model. It is crucial for investors to be able to model the probability of possible outcomes of financial investments and financing decisions in order to produce fruitful and productive investments. READ MORE

  4. 3. "Decision-making and market expansion: a case study of Saab AB."

    University essay from Högskolan i Halmstad

    Author : Martin Eriksson; Adrian Djerf; [2015]
    Keywords : ;

    Abstract : .... READ MORE