Essays about: "Aleksandra Mraovic"

Found 3 essays containing the words Aleksandra Mraovic.

  1. 1. Are Banks in Switzerland Too-Big-To-Fail?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Aleksandra Mraovic; Qian Zhang; [2014]
    Keywords : Too-big-to-fail; Credit Default Swaps; CreditGrades model; Structural model; Business and Economics;

    Abstract : Too-big-to-fail has been a subject of controversy and has gained much attention in the course of the sub-prime financial crisis 2007-2009. Subjects related under this topic for instance are usually about the excessive risk taken by the government, and moral hazard. READ MORE

  3. 2. Valuation of Asian Options-with Levy Approximation

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Qian Zhang; Aleksandra Mraovic; [2014]
    Keywords : Asian options; Monte Carlo simulation; constant volatility; stochastic volatility; Business and Economics;

    Abstract : Asian options are difficult to price analytically. Even though they have attracted much attention in recent years, there is still no closed-form solution available for pricing the arithmetic Asian options, because the distribution of the density function is unknown. READ MORE

  4. 3. The Effect of Equity Issue Announcement on Large Cap, Mid Cap and Small Cap

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sukhlin Kaur Sidhu; Aleksandra Mraovic; [2011]
    Keywords : Event study; efficient market hypothesis; abnormal returns; equity issues; market capitalization; Business and Economics;

    Abstract : Abstract Title: The Effect of Equity Issue Announcement on Large Cap, Mid Cap and and Small Cap Date: 2011-09-02 Authors: Aleksandra Mraovic and Sukhlin Kaur Sidhu Advisor: Anne-Marie Pålsson Level: Bachelor thesis, 15 credits Theme: Department of Economics Keywords: Event study, efficient market hypothesis, abnormal returns, equity issues, market capitalization, Stockholm Stock Exchange Purpose: The main purpose of this study is to examine how announcement of equity issues affect companies within large cap, mid cap and small cap. Method: The study is based on 28 companies listed on the Stockholm Stock Exchange, which announced seasoned equity offerings during the time frame of 2007-01-01 to 2011-06-01. READ MORE