Essays about: "thesis in CDS"

Showing result 26 - 30 of 48 essays containing the words thesis in CDS.

  1. 26. The Influence of Political Risk on CDS Spreads - Differences between banks and other large firms

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ludvig Tingåker; Johan Bengtsson; [2017]
    Keywords : credit default swaps; political risk; credit risk; banks; Merton model; Business and Economics;

    Abstract : This thesis investigates the influence of country-specific political risk on credit default swap spreads. The research includes a sample of 30 companies over a time period of more than 13 years. The companies are divided into two sets of sub-groups, dependent on whether they are banks or not and which country they are based in. READ MORE

  3. 27. Valuing Credit Default Swaps with a Structural Approach

    University essay from Lunds universitet/Matematisk statistik

    Author : Per Möller; [2015]
    Keywords : Mathematics and Statistics;

    Abstract : Valuing single-name Credit Default Swaps (CDS) is a dicult task since in order to make a fair valuation, one needs to assess the credit risk of the corresponding company. Many dierent models exist when it comes to modelling the credit risk, this report specically focuses on the branch of models named structural models. READ MORE

  4. 28. Study of CVD deposited i-ZnO layers in CIGS thin film solar cells

    University essay from Uppsala universitet/Fasta tillståndets elektronik

    Author : Fredrik Larsson; [2015]
    Keywords : CVD; CIGS; intrinsic; ZnO; thin film; solar cell;

    Abstract : CIGS thin film solar cells usually include a thin layer of intrinsic zinc oxide (i-ZnO) deposited on a CdS buffer layer by sputtering. However an interest has grown in using chemical vapor deposition (CVD) instead. READ MORE

  5. 29. Market Reaction to Seasoned Equity Offerings by European Banks during the Recent Financial Crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Pierdomenico Polito; Jannes Pietschmann; [2015]
    Keywords : European banks; Capital ratio; Crisis; Seasoned equity offerings;

    Abstract : This thesis attempts to assess the short-term costs of raising new equity for European banks during the recent crisis. We analyze the effect of seasoned equity offerings (SEOs) on stock prices and CDS spreads, using an event study methodology. READ MORE

  6. 30. Trading CDS Indices vs. Equity Index Futures – A pairs trade

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Daniel Alavei; Tobias Olsson; [2015]
    Keywords : Cointegration; Equity Index Future; CDS Index; Pairs Trading; Business and Economics;

    Abstract : In this thesis we use a unique data set to show that there is a cointegrating relationship between the EURO STOXX 50 index and the Markit iTraxx Europe index that can be exploited through trading. As far as we know, we are the first ones to write about trading this pair in an academic paper. READ MORE