Essays about: "Discount Pricing"

Showing result 1 - 5 of 31 essays containing the words Discount Pricing.

  1. 1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

    University essay from Göteborgs universitet/Graduate School

    Author : Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
    Keywords : Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

    Abstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE

  3. 2. Does investor diversity in loan syndications affect the initial returns in the secondary market?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Andersson; João Fernandes; [2023]
    Keywords : Syndicated loans; Information diversity; Investor diversity; Under-pricing; Initial returns; Discount; Business and Economics;

    Abstract : The syndicated loan market is a major source of corporate funding, raising $5 trillion in 2021. The secondary market where these loans are traded has seen a rapid growth in the last few decades. This growth was accompanied by the entrance of new types of participants, increasing the investor diversity. READ MORE

  4. 3. Internal Carbon Pricing AN EXPLORATORY CASE STUDY ON THE IMPLEMENTATION OF AN INTERNAL CARBON PRICE IN A MULTINATIONAL ENTERPRISE

    University essay from Göteborgs universitet/Graduate School

    Author : Manfred Bergqvist; Philip Jansson; [2022-06-29]
    Keywords : Internal Carbon Pricing ICP ; Carbon Pricing; Implementation; Barriers; Carbon emissions CO2 ;

    Abstract : Climate change is often considered a market failure in the field of economics as the risks and costs are not reflected in the market price. Many scientists and actors in the field therefore argue that the cost must be internalized to properly discount these risks and costs. READ MORE

  5. 4. Two Channels, One Anomaly: Diagnosing the Investment Effect

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tom Lanoizelee; [2022]
    Keywords : Investment Effect; Diagnostic Expectations;

    Abstract : The investment effect is driven by Zhang's rational direct discount-rate channel in the short term but by a non-rational indirect profitability channel in the long term. Unifying Zhang's production based asset pricing with Bordalo et al. READ MORE

  6. 5. A European CSR study about the deviation of valuation

    University essay from Umeå universitet/Företagsekonomi

    Author : Pontus Persson; Tatiana Dykina; [2021]
    Keywords : “ESG”; “sustainability”; “CSR”; “Market value”; “intrinsic value”; “Beta”; “CAPM”; “Cost of Equity”; “residual earning”;

    Abstract : For the last decades, public authorities and private firms have emphasized their focus on integrating sustainability into corporate disclosure. The shift towards CSR instead of the traditional profit maximization narratives is evident in increased demand among various stakeholders for sustainability awareness. READ MORE