Essays about: "maturity classes"

Showing result 1 - 5 of 8 essays containing the words maturity classes.

  1. 1. Stand characteristics and temperature’s effect on bilberry availability and quality

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

    Author : Jennifer Chaimungkhun Johansson; [2022]
    Keywords : bilberry; vaccinium myrtillus; nutrition; maturity classes; temperature loggers;

    Abstract : Stand characteristics is a crude description of a forest and provides general knowledge of what the forest looks like, for example plant composition and site productivity. Factors and measurements like tree canopy and basal area affects the near ground microclimate through temperature regulation, light intake, and available soil nutrient. READ MORE

  3. 2. Implied volatility with HJM–type Stochastic Volatility model

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Thi Diu Cap; [2021]
    Keywords : Implied volatility surface; stochastic volatility model; HJM framework;

    Abstract : In this thesis, we propose a new and simple approach of extending the single-factor Heston stochastic volatility model to a more flexible one in solving option pricing problems.  In this approach, the volatility process for the underlying asset dynamics depends on the time to maturity of the option. READ MORE

  4. 3. The Calibrated SSVI Method - Implied Volatility Surface Construction

    University essay from KTH/Matematisk statistik

    Author : Adam Öhman; [2019]
    Keywords : Implied; Volatility; Surface; Construction; SVI; SSVI; eSSVI; Stochastic Volatility Inspired; calibrated SSVI; modelling; arbitrage; interpolation; extrapolation; FHS VaR; derivatives; CCP; clearing; Implicit; Volatilitet; Ytor; Option; SVI; SSVI; eSSVI; kalibrerade SSVI; arbitrage; modellering; finans; matematik;

    Abstract : In this thesis will the question of how to construct implied volatility surfaces in a robust and arbitrage free way be investigated. To be able to know if the solutions are arbitrage free was an initial investigation about arbitrage in volatility surfaces made. From this investigation where two comprehensive theorems found. READ MORE

  5. 4. Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors

    University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Author : Klara Granath; Charlotta Carlsson; [2019]
    Keywords : REIT; Portfolio Diversification; DCC-GARCH; Johansen’s Cointegration; Granger Causality;

    Abstract : Real estate is commonly viewed as a good diversification tool since the real estate market cycle exhibit low correlations to other asset classes. Moreover, Real Estate Investment Trusts (REITs) have become increasingly popular in the past decades since this investment form offers private investors a convenient way of diversifying stock portfolios with real estate. READ MORE

  6. 5. Multiple large shareholders, control contestability and debt maturity : A study on the conflict of interest over debt maturity between minority and large shareholders on the Swedish stock exchange

    University essay from Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Maximilian Hamel Wassing; Martin Kenney; [2016]
    Keywords : Agency costs; control contests; cost of capital; debt maturity; debt structure; multiple large shareholders; ownership structure;

    Abstract : Background: Sweden has a tradition of a concentrated ownership structure where many owners use dual asset classes to maintain corporate control by possessing small portions of the dividend rights. Financial literature has shown that these controlling owners find more incentives to divert corporate resources for private use, at the expense of shareholders. READ MORE