Search for dissertations about: "Equity swaps"

Showing result 1 - 5 of 6 swedish dissertations containing the words Equity swaps.

  1. 1. Green Finance in Real Estate, Housing Price Volatility and Rental Swaps

    Author : Aleksandar Petreski; Andreas Stephan; Agostino Manduchi; Bertram Steininger; Jönköping University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This thesis consists of four papers that explore several aspects of the housing market in Sweden: financing of the housing construction sector, price volatility patterns of apartment and house segments and the role of the swap rental market in access to housing and household mobility.The first paper explores the effect of a firm’s reputation of being a green bond issuer on its financing costs. READ MORE

  2. 2. Derivatives pricing and term structure modeling

    Author : Mia Hinnerich; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE

  3. 3. Essays in real estate finance

    Author : Eric Clapham; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : dissertation contains seven papers. The first five are in the field of real estate finance, while the final two are asset pricing papers. The first paper explores equilibrium properties of lease rates. The framework is based on the concept of the term structure of lease rates, or the equilibrium rate as a function of lease length. READ MORE

  4. 4. Essays on Currency Risk and Financial Frictions

    Author : Valeri Sokolovski; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This doctoral thesis consists of four independent empirical papers in financial economics.Although my work analyses three different financial markets (currencies, credit defaultswaps and exchange traded funds) the common thread is financial frictions. READ MORE

  5. 5. After Work - Investing for Retirement

    Author : Evert Carlsson; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Life-cycle; portfolio choice; pensions; Shiller-swap; defined contribution; defined benefit;

    Abstract : The first three papers are the result of work on various aspects of pension savings. The framework for analysis and common to all papers; is a life-cycle model of a borrowing-constrained individual's consumption- and portfolio-choices in the presence of uncertain labour-income. READ MORE