Essays about: "Late-2000s financial crisis"
Found 3 essays containing the words Late-2000s financial crisis.
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1. The Effect of Functional Diversification on Financial Conglomerates: Evidence from European Countries
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The purpose of this paper is to re-examine the diversification effect within banking industry and to check how it has been affected after the late-2000s financial crisis. The paper focuses exclusively on activity or function based diversification and evaluates how it affects market valuations of banks. READ MORE
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2. Risk neutral densities and the September 2008 stock market crash: A study on European data
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this paper, we aim to determine whether the options market predicted the stock market crash of September 15 2008 or reacted to it. In order to do so, we study volatility smiles and RND functions for the EURO STOXX 50 equity index. READ MORE
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3. Pricing and Hedging of Defaultable Models
University essay from Tillämpad matematik och fysik (MPE-lab)Abstract : Modelling defaultable contingent claims has attracted a lot of interest in recent years, motivated in particular by the Late-2000s Financial Crisis. In several papers various approaches on the subject have been made. This thesis tries to summarize these results and derive explicit formulas for the prices of financial derivatives with credit risk. READ MORE