Essays about: "Joel Fredriksson"
Found 3 essays containing the words Joel Fredriksson.
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1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE
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2. The Transcription of Foreign Personal Names into Kanji
University essay from Lunds universitet/JapanskaAbstract : This study relates to the transcription of foreign personal names into kanji in Japanese. The study is based upon a paper where Tokimoto & d’Arcais (2000) confirmed three working principles when natives transcribe place names written in hiragana: that jukugo reading will be preferred over juubako reading, that as few kanji segmentations as possible will be used, and that the names will be segmented bimoraically from the beginning of the word. READ MORE
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3. Generating Excess Returns through Value Investing - Evidence from the Nordic Equity Markets
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This study evaluates the performance of different value investing strategies. The strategies involve investing in publicly listed companies at the Nordic market from 1998 to 2012. Two standard portfolios were formed based on strategies by the widely acclaimed originator of value investing Benjamin Graham and hedge fund manager Joel Greenblatt. READ MORE