Essays about: "magnus brandt"
Found 2 essays containing the words magnus brandt.
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1. Irreversible Investments under Uncertainty and Inside-ownership. Real Option Approach in a Reduced Form Hazard Model
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis investigates the probability of making a marginal investment in 33 Swedish Large Cap firms from 2005 to 2015. We use marginal rate of return as a trigger event in an option to delay. This is then examined in a reduced form hazard model using the Black & Scholes option parameters. READ MORE
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2. Pricing Contingent Convertibles - in an intensity based model
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : As a result of the recent years financial instability, governments have developed new regulatory frameworks for bank capital adequacy. Authorities have become more aware of keeping capital as a buffer to absorb potential losses. Due to this, a new financial instrument, so-called Contingent convertibles (CoCos) have become more interesting. READ MORE