Essays about: "convertible"

Showing result 1 - 5 of 30 essays containing the word convertible.

1. 1. Analysis of setups and investment processes within university affiliated venture capitals : A descriptive multi-case study

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Andreas Schuler; Hannes Rannversson; [2023]
   Keywords : Venture Capital; University-affiliated venture capital; Investments;

   Abstract : With the increasing importance of the third mission of universities, namely the commercialisation of science and research, universities have established various mechanisms such as technology transfer offices, business incubators and more. Since many investors tend not to invest in university spin-offs and start-ups due to the risk associated with their early stage, universities have established their own investment units, referred to as university-affiliated venture capital, to provide funding for university spin-offs and start-ups. READ MORE

3. 2. Pricing Convertible Bonds Using Monte Carlo Simulations

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Gustav Marklund Brinell; [2023]
   Keywords : Convertible bonds; Monte Carlo;

   Abstract : In this paper we dive into the world of pricing convertible bonds, with increasing complexity. This work aims to investigate the pricing methods behind different convertibles and see how well they agree with exact prices and benchmarks from established literature. READ MORE

4. 3. A test of GARCH models onCoCo bonds

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : JIMMY HENRIKSSON; [2021]
   Keywords : ARCH; GARCH; CoCo-bonds; Additional Tier-1; Volatility; Volatility forecasting; ARCH; GARCH; CoCo-obligationer; AT1; Volatilitet; Prediktion av volatilitet; Prognotisering av volatilitet;

   Abstract : This research investigates to what extent the ARCH model and the GARCH model forecasts one-day-ahead out-of-sample daily volatility (conditional variance) in European AT1 CoCo bonds compared to the Random Walk model. The research also investigates how different orders of ARCH and GARCH models affect the forecasting accuracy. READ MORE

5. 4. Indoor Blimp Control

   University essay from Lunds universitet/Institutionen för reglerteknik

   Author : Gustaf Åman; [2021]
   Keywords : Technology and Engineering;

   Abstract : The purpose of this thesis is to model and develop a control law that lets an unmanned aerial vehicle of blimp type fly autonomously in three-dimensional space. There are several uses of the blimp type UAV including, but not limited to, cargo transportation and surveillance. READ MORE

6. 5. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting

   University essay from KTH/Matematisk statistik

   Author : Adrian Djerf; [2020]
   Keywords : AT1; CoCo; Contingent Convertible; Trigger Risk; Bonds; Valuation; Financial Mathematics; Hybrid Capital; AT1; CoCo; Contingent Convertible; Trigger risk; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

   Abstract : Contingent convertible bonds (often referred to as CoCo bonds, or simply CoCos) are a relatively new financial instrument designed to absorb unexpected losses. This instrument became increasingly more common after the financial crisis of 2008, as a way to decrease the risk of insolvency among banks and other financial institutions. READ MORE