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Showing result 1 - 5 of 15 essays matching the above criteria.

  1. 1. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

    University essay from Lunds universitet/Matematisk statistik

    Author : Jan Müller; [2022]
    Keywords : Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

    Abstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE

  3. 2. The forgotten group : Kenyan women who are driving for a living : a case study

    University essay from Lunds universitet/Kulturgeografi och ekonomisk geografi; Lunds universitet/Institutionen för kulturgeografi och ekonomisk geografi

    Author : Linnéa Román; [2020]
    Keywords : Female Drivers; Nairobi; Ride-Hailing Industry; Behavioural Geography; Perceived Safety; Driving Patterns; Social Sciences;

    Abstract : Female drivers operating in the public transport sector are underrepresented in the literature on women’s mobility which largely addresses the fear of crime among female riders. Alternative modes of transport, as well as job opportunities, have nevertheless started to emerge as international and local ride-hailing firms mushroom across the globe in urban cities. READ MORE

  4. 3. Organizational façades and hypocrisy within sustainability reports : A qualitative content analysis of Royal Bank of Scotland’s sustainability reports between 2008-2013

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Edessa Demircioglu; Karoline Norheim; [2019]
    Keywords : Organizational façades; RBS Royal Bank of Scotland ; Organizational hypocrisy; sustainability report; legitimacy theory; stakeholder theory; customer; FCA Financial Conduct Authorities investigation;

    Abstract : Abstract Background: Sustainability reporting is an important communication channel for corporations to increase legitimacy in the public eye and handle different stakeholder demands (Blanc et al., 2017). READ MORE

  5. 4. Estimating Equilibrium level of public lending of banks in Sweden and in largest foreign markets of Swedish banks

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Kristine Katlinska; [2016]
    Keywords : credit modelling; Sweden; Bank lending; VECM;

    Abstract : This paper studies future opportunities of the largest banks in Sweden regarding expanding their foreign household and non-financial corporation lending to the main foreign markets (Norway, Denmark, Finland) by estimating the long term equilibrium levels of bank lending to GDP in each of the foreign country and estimating the short term shocks to the equilibrium levels in each of the countries by computing impulse response functions. In addition, the paper aims to answer the question regarding what is the equilibrium level of bank lending to GDP in Sweden itself and explores the short term shocks to the Credit/GDP level. READ MORE

  6. 5. Covenants in loan agreements—an analysis of practices within the Swedish high-yield bond sector

    University essay from Lunds universitet/Juridiska institutionen

    Author : Fredrik Fors; [2013]
    Keywords : Avtalsrätt; associationsrätt; förmögenhetsrätt.; Law and Political Science;

    Abstract : A high-yield bond is a financing option for a non-investment grade corporation, enabling it to raise funds on the capital market. In light of harsher conditions for senior financing, the development of a liquid high-yield market for bonds may prove a necessary way forward to ensure global competitiveness for Swedish small and medium-sized enterprises (“SMEs”) that typically relies heavily on bilateral- and syndicated bank loans. READ MORE