Essays about: "COUPON"

Showing result 1 - 5 of 37 essays containing the word COUPON.

  1. 1. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor

    University essay from KTH/Matematik (Avd.)

    Author : Benjamin Neander; Victor Mattson; [2023]
    Keywords : Zero-coupon bond; Vasicek model; Two-factor interest rate model; Stochastic volatility.; Nollkupongobligation; Vasicek model; Räntemodell med två faktorer; Stokastisk volatilitet.;

    Abstract : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. READ MORE

  3. 2. At the Sustainable Finance Frontier - Sustainability-Linked Bonds: Targets, Sustainability Profiles and Yield Spreads

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Mikko Ala-Porkkunen; Rasmus Roth; [2023]
    Keywords : Sustainability-Linked Bonds; Yield Spreads; Sustainability Performance Target; Corporate Social Responsibility; Efficient Market Hypothesis; Business and Economics;

    Abstract : Purpose: To investigate whether the ambitiousness of sustainability performance target and/or issuer sustainability profile have an influence on Sustainability-Linked Bond (SLB) yield spreads. Methodology: The utilized econometric approach is OLS regressions on a cross-sectional data. READ MORE

  4. 3. Validation of Finite Element Model of a Tetra Pak Package

    University essay from Blekinge Tekniska Högskola/Institutionen för maskinteknik

    Author : Warsame Mohamed Ali; Abdullahi Abdi Hashi; [2023]
    Keywords : Abaqus; HDPE; Package testing; Validation; Abaqus; HDPE; Pakettestning; Validering;

    Abstract : There is a high dependency on accurate finite element models in the packaging industry for concept selection, design and virtual validation of packages. One of themost used materials for these packages is High-Density Polyethylene (HDPE). Thismaterial is highly anisotropic, strain rate dependent and has different behavior intension and compression. READ MORE

  5. 4. A Journey Through the World of Compression with IRS Contracts

    University essay from Umeå universitet/Institutionen för fysik

    Author : Karl Hjalmarsson; [2023]
    Keywords : Portfolio Compression; Interest Rate Swap; Newtork Simplex; Central Clearing Counterparty;

    Abstract : By participating in the market a party buys and sells different types of contracts resulting in the collection of contracts growing. With a large collection of contracts come the hurdles of an increasing operational cost, a harder-to-manage order book, and an increase in counterparty risk. READ MORE

  6. 5. Financial Frontlines: Assessing the impact of the Russia-Ukraine conflict on the European corporate bond market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Clemens Lässle; Ragnar Turesson; [2023]
    Keywords : Corporate bonds; Credit spreads; Russia-Ukraine war;

    Abstract : This paper investigates how European firms accessed the corporate bond market during the Russia-Ukraine war. Using a comprehensive dataset of European bond issues from 2017-2023, we find that fewer bonds were issued during the war than in previous periods, particularly Russian bonds and those denominated in Rubles. READ MORE