Essays about: "Structural Bonds"

Showing result 11 - 15 of 27 essays containing the words Structural Bonds.

  1. 11. The Determinants of Corporate Bond Underpricing in Times of Quantitative Easing - an Analysis of the European Investment Grade Bond Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jonas Schenke; [2020]
    Keywords : Corporate Bonds; Corporate Sector Purchase Programme CSPP ; European Central Bank ECB ; Quantitative Easing; Underpricing;

    Abstract : This study examines the determinants of bond underpricing in the EUR corporate investment grade space. Moreover, it assesses whether the European Central Bank (ECB), through its quantitative easing, has caused a structural change in bond underpricing. READ MORE

  2. 12. Making wood durable. A sustainable approachwith linseed oil

    University essay from KTH/Skolan för kemi, bioteknologi och hälsa (CBH)

    Author : Helena Olsson; [2019]
    Keywords : Linseed oil; Wood preservation; Nuclear Magnetic Resonance NMR ; Diffusion Ordered Spectroscopy DOSY ; Time-resolved oxidation study; Linolja; Bevarande träbehandling; Nuclear Magnetic Resonance NMR ; Diffusion Ordered Spectroscopy DOSY ; Oxidationstidsstudie;

    Abstract : Linseed oil has been and is used for vast number of applications, such as in food and paint industry, and wood preservation. It is a good environmental choice, as it originates from renewable sources. Linseed oil is mainly a mixture of triglyceride of fatty acids, both saturated and mono- or polyunsaturated, which allows the oil to oxidize. READ MORE

  3. 13. 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 : In this thesis, we investigate risks in the Swedish mortgage portfolio, namely Swedish covered bonds, in a housing market decline. We develop a stress-model which estimates mortgages that needs to be withdrawn from the cover pool to honor the covered bond contract. READ MORE

  4. 14. 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

  5. 15. 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