Advanced search
Found 4 essays matching the above criteria.
-
1. Who Let the Dogs Out? A Case Study of Fidelio Capital's and Nordic Capital's Investment in AniCura
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We aim to study the value creation in a buy-and-build strategy, how secondary buyouts can create value and how an extreme number of acquisitions can be transformed to one company. To do this, we studied AniCura (prev. Djursjukhusgruppen) during Fidelio Capital and Nordic Capital's ownership from 2011-2018, in a single case study. READ MORE
-
2. RELATIONSHIP BETWEEN SOVEREIGN CREDIT DEFAULT SWAP AND STOCK MARKETS- The Case of East Asia
University essay from Företagsekonomi; Handelshögskolan vid Umeå universitet (USBE)Abstract : When adjusted to sovereign entities, the structural credit risk model assumes a negative (positive) relationship between sovereign CDS spreads and stock prices (volatilities). In theory both markets are supposed to incorporate new information simultaneously. READ MORE
-
3. Financial innovation in the public real estate market : How to exploit arbitrage opportunities in public real estate pricing due to investment approach differences between the real estate market and the capital market
University essay from KTH/Industriell ekonomi och organisation (Inst.)Abstract : As the stock market is volatile and often short-term, there is a high demand for safe investments outside the stock market and institutional investors like pension funds, insurance companies and asset managers are increasingly searching for low-risk investments that can deliver safe returns. Alternative investments, like real estate, are a popular way to invest institutional capital. READ MORE
-
4. Trading in the Credit Derivatives market with equity-based Credit Default Swap spreads
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis gives an introduction to BASEL II and hence a motivation for the use of credit derivatives in general and Credit Default Swaps in particular. We develope (from Atlan and Leblanc (2005) and Bengtsson and Bjurhult (2006)) a model to price the CDS contracts and use this in a trading strategy - trying to find risk arbitrage. READ MORE