Essays about: "Structural Bonds"

Showing result 1 - 5 of 17 essays containing the words Structural Bonds.

  1. 1. My word is my bond. Risk assessment of the Swedish mortgage portfolio

    University essay from Göteborgs universitet/Graduate School

    Author : Robert Vannerberg; Fabian Carlsson; [2017-07-25]
    Keywords : Swedish Mortgage Portfolio; Covered Bond; Cover Pool; House Price risk; Mortgage risk; Credit risk; Liquidity risk;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Zethraeus; Magnus Roos; [2017]
    Keywords : Structural models; Merton model; Black Cox model; European corporate bond spreads; Mathematics and Statistics;

    Abstract : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. READ MORE

  3. 3. Understanding the Mechanism of PAQR-2 through Modeling and Simulations

    University essay from Chalmers tekniska högskola/Institutionen för mikroteknologi och nanovetenskap

    Author : Hilda Sandström; [2017]
    Keywords : ;

    Abstract : PAQR-2 is a transmembrane protein in C. elegans with seven transmembrane helicesand a zinc site. READ MORE

  4. 4. A computational study of dissociation pathways in highly ionized molecules

    University essay from Uppsala universitet/Institutionen för fysik och astronomi

    Author : Sebastian Trygg; [2017]
    Keywords : SIESTA; amino acid; protein; protein backbone; ionization; XFEL;

    Abstract : Proteins are one of the most important molecules in biology. The wide range of functions of different proteins is also important for medical physics. Proteins are assembled by amino acids. These amino acids are connected by peptide bonds to form a protein. READ MORE

  5. 5. Credit Spread Determinants : Significance of systematic and idiosyncratic variables

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Svetozar Jargic; [2017]
    Keywords : Credit spread puzzle; systematic explanatory variables; idiosyncratic explanatory variables; structural models; credit spread; Eurobond market;

    Abstract : Credit spread is the extra risk-reward that an investor is bearing for investing in corporate bonds instead of government bonds. Structural models, which are simple in their framework, fail to explain the occurring credit spread and underestimate the predicted credit spread. READ MORE