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Showing result 1 - 5 of 30 essays matching the above criteria.
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1. Modeling Credit Default Swap Spreads with Transformers : A Thesis in collaboration with Handelsbanken
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : In the aftermath of the credit crisis in 2007, the importance of Credit Valuation Adjustment (CVA) rose in the Over The Counter (OTC) derivative pricing process. One important part of the pricing process is to determine Probability of Defaults (PDs) of the counterparty in question. READ MORE
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2. Title Leveraging Blockchain Technology in Green Finance
University essay from KTH/Fastighetsföretagande och finansiella systemAbstract : To achieve net zero emissions by 2050, a $275 trillion investment is needed, with the private sector playing a significant role. Green corporate bonds are a popular financing method, having grown to 6% of global corporate bonds in 2021. READ MORE
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3. Optimal Capital Structures under the Vasicek Stochastic Interest Rate Model
University essay from KTH/Matematik (Avd.)Abstract : This study applies the Vasicek stochastic interest rate model in order to determine optimal capital structures for listed firms. A Swedish interest rate data set is used to estimate Vasicek model parameter that are reliable and independent of initial start values. READ MORE
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4. Risky Business: It is considered sustainable, right? : Examining the EU Taxonomy and its implications of legally classifying what economic activities are sustainable
University essay from Stockholms universitet/Juridiska institutionenAbstract : The EU Taxonomy Regulation[1] (“EU Taxonomy”) is a relatively new classification system for determining what economic activities are considered sustainable. By creating a common language between investors, issuers, and policymakers, the regulation aims to increase transparency and help investors assess whether investments meet robust environmental standards. READ MORE
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5. Financing a Sustainable Firm: Insights from the Oatly IPO
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this thesis, we analyse Oatly's decision to conduct an IPO to raise long-term financing. We note that Oatly was not able to meet high customer demand for its products due to significant production capacity constraints and hence needed to decide on how to finance its growth ambitions. READ MORE