Essays about: "On the pricing of Credit-Linked Notes: Evidence from the Swedish market"
Found 1 essay containing the words On the pricing of Credit-Linked Notes: Evidence from the Swedish market.
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1. On the pricing of Credit-Linked Notes: Evidence from the Swedish market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Based on international evidence of overpricing, we study the newly established Credit-linkednote (CLN) market in Sweden during the period 2012 - 2013. We derive a theoreticalpricing model based on a reduced form framework and value the outstanding CLNsin the Swedish market. Our results suggest significant and consistent overpricing, rangingfrom 0. READ MORE
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