Essays about: "bond thesis"

Showing result 6 - 10 of 248 essays containing the words bond thesis.

  1. 6. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor

    University essay from KTH/Matematik (Avd.)

    Author : Benjamin Neander; Victor Mattson; [2023]
    Keywords : Zero-coupon bond; Vasicek model; Two-factor interest rate model; Stochastic volatility.; Nollkupongobligation; Vasicek model; Räntemodell med två faktorer; Stokastisk volatilitet.;

    Abstract : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. READ MORE

  3. 7. The Green Premium : a study of the pricing of green bonds on the Swedish bond market

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Kevin Molnár; Ahmad Zaryab; [2023]
    Keywords : green premium; bond pricing; green bonds; credit ratings; green certification; Sweden; secondary market;

    Abstract : Issuing environmentally aligned green bonds has become an increasingly popular way to raise capital for green investments during the last decade. This thesis explores potential pricing differences between green and conventional bonds, known as the green premium, on the Swedish secondary bond market. READ MORE

  4. 8. Predicting the Movement of the S&P 500 Index using Machine Learning

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Bakary Bah; [2023]
    Keywords : Machine Learning; S P 500 Index; Random Forest; Logistic Regression; Business and Economics;

    Abstract : Predicting the stock market has been a longstanding topic of interest in financial research. It is regarded as a highly challenging but important task given the vital role the financial markets play in shaping the global economies. In this thesis, the goal is to predict the movement of the S&P 500 Index using machine learning methods. READ MORE

  5. 9. Sustainability-Linked Bonds - A Case Study of H&M

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Waldemar Andersson; Larysa Karsayeva; [2023]
    Keywords : Sustainability-linked bond; fast fashion; green financing; transition;

    Abstract : The thesis investigates the sustainability-linked bond issuance by fast fashion company H&M in the midst of the Covid-19 pandemic. The study contributes to existing literature by providing observations of real-world practitioners on the cost-benefit considerations of SLB issuance, in particular, challenging the notion of a "free lunch", conversely concluding that the greatest concern is attributed to potential reputational damage in the event of missed targets. READ MORE

  6. 10. Visualization, modeling and consequences of residual stresses in glass frit sealing of a UV light source

    University essay from Uppsala universitet/Mikrosystemteknik

    Author : Vilma Hurtigh Grabe; [2023]
    Keywords : bonding; micro system; glass frit; sealing; finite element; modeling; glass; mikrosystem; sammanfogning; glasfog; fog; finita element; modellering; glas;

    Abstract : PureFize Technologies AB develops and manufactures a broadband ultraviolet (UVC) light technology device that is mercury-free and based on nanotechnology, using the principle of field emission. The light source is made of Ti and glass, which are hermetically bonded, using a low-temperature glass frit, at elevated temperatures. READ MORE