Essays about: "Cap Rate"

Showing result 6 - 10 of 47 essays containing the words Cap Rate.

  1. 6. Follow the Money : Determinants of Cap Rates in the Stockholm Office Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Henrik Saxton; [2022]
    Keywords : Real estate economics; macroeconomy; capitalization rate determinants; foreign investments; unconventional monetary policy; econometrics; dynamic ordinary least squares DOLS regression analysis; Fastighetsekonomi; makroekonomi; bestämningsfaktorer för direktavkastningskrav; utländska investeringar; okonventionell penningpolitik; dynamisk vanliga minstakvadratmetoden DOLS regressionsanalys;

    Abstract : Purpose – In recent decades the inflation- and interest rates have followed a long-termdeclining trend. Followed by central banks starting to use unconventional monetary policiesto cope with financial crises have led to increased amounts of liquidity in the financialsystems and available and looking for investment alternatives on the capital markets. READ MORE

  2. 7. Validation of promoter and enhancer interactions of a putative cancer gene in Triple Negative breast cancer lines

    University essay from KTH/Proteinvetenskap

    Author : Keerthi Anand Raghavender Anand; [2022]
    Keywords : Triple Negative Breast Cancer cells; Prenylation; Hi-C; HiCap; enhancer-promoter interactions; Trippelnegativa bröstcancerceller; Prenylering; Hi-C; HiCap; interaktioner med förstärkare-promotor;

    Abstract : Trippelnegativ bröstcancer (TNBC) är den mest maligna formen av bröstcancer utan någon framträdande behandlingsbar biomarkör. Således har den djupa återfallsfrekvensen och bristen på behandlingsalternativ öppnat behovet av att förstå TNBC: s etiopatogenes och molekylära mekanism. READ MORE

  3. 8. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Nikolas Tsigkas; [2022]
    Keywords : Commodity Derivatives; Emissions Trading; Term Structure; Nonparametric Curve Estimation; Hedging; Stochastic Optimisation; Monte Carlosimulation; Market Microstructre; Systematic Risk Factors;

    Abstract : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. READ MORE

  4. 9. The Effect of Conventional Monetary Policy on Stock Market Prices in Sweden : Stock Market Reaction to Announcements of Repo Rate Changes Made by the Swedish Central Bank

    University essay from

    Author : Viktor Davidsson; [2022]
    Keywords : repo rate; monetary policy; asset prices; stock market; policy rate;

    Abstract : The reaction of asset prices to monetary policy is essential for investors andpolicymakers. However, previous research on the area in Sweden is limited, and there isno evidence of any impact on stock market prices from repo rate changes. READ MORE

  5. 10. Implied volatility with HJM–type Stochastic Volatility model

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Thi Diu Cap; [2021]
    Keywords : Implied volatility surface; stochastic volatility model; HJM framework;

    Abstract : In this thesis, we propose a new and simple approach of extending the single-factor Heston stochastic volatility model to a more flexible one in solving option pricing problems.  In this approach, the volatility process for the underlying asset dynamics depends on the time to maturity of the option. READ MORE