Essays about: "income bond"

Showing result 21 - 25 of 28 essays containing the words income bond.

  1. 21. Fixed Income Modeling

    University essay from KTH/Matematisk statistik

    Author : Othmane Chaqchaq; [2017]
    Keywords : ;

    Abstract : Besides financial analysis, quantitative tools play a major role in asset management. By managing the aggregation of large amount of historical and prospective data on different asset classes, it can give portfolio allocation solution with respect to risk and regulatory constraints. READ MORE

  3. 22. The Effect of Bond Convexity in Abnormal Volatility

    University essay from

    Author : Adam Prinselaar; Johan Särén; [2016-07-06]
    Keywords : Convexity; Duration; Fixed-Income; Volatility; U.S. Treasury Bonds; Bond Returns;

    Abstract : According to earlier empirical studies, convexity in the U.S. treasury market is arbitrage-free priced. This paper study whether the arbitrage-free pricing of convexity held even in the financial crisis and the volatile period that followed. READ MORE

  4. 23. Swedish banks' perception of Riksbank's Unconventional Monetary Policies

    University essay from Umeå universitet/Företagsekonomi

    Author : Stefan Malalatunge; Avril Oketch; [2015]
    Keywords : Swedish commercial bank; Riksbank; perception; UMP; FG; QE; repo rate; uncertainty; government bond yields; borrowing; lending; interest rate;

    Abstract : This study is among the first to provide insight into the assessment of the Swedish central bank’s (Riksbank) three unconventional monetary policies (UMPs) and their influence on Swedish commercial banks. The three UMPs include forward guidance (FG), quantitative easing (QE) and negative interest rate policy (repo rate). READ MORE

  5. 24. Convertible Bonds: a Qualitative and Numerical Analysis

    University essay from KTH/Matematik (Inst.)

    Author : Bianca Dufour Partanen; Emelie Järnberg; [2014]
    Keywords : ;

    Abstract : A convertible bond is a nancial instrument which has both an equity part and a xed-income part. The pricing of nancial securities has for quite obvious reasons become extensively studied in the past decades. In this paper we study the Black-Scholes model, based on the equity value, where the equity is modelled by geometric brownian motion. READ MORE

  6. 25. What factors correlates with the use of game meat, wild fish, berries and mushroom in Swedish households : urban vs. rural areas

    University essay from SLU/Dept. of Wildlife, Fish and Environmental Studies

    Author : Jerker Hellstadius; [2011]
    Keywords : urban; rural; berries; mushroom; game meat; fish; correlation;

    Abstract : This study was made to see too what extent Swedes uses consumptive resources such as berries and mushrooms, game meat and meat from fish in their household on a yearly basis. I have also looked into the difference between rural and urban areas in Sweden. READ MORE