Search for dissertations about: "Interest rate risk"

Showing result 1 - 5 of 109 swedish dissertations containing the words Interest rate risk.

  1. 1. Essays on Corporate Exposure to Macroeconomic Risk

    University dissertation from Department of Business Administration, Lund University

    Author : Niclas Andrén; [2001]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; inflation; interest rates; macroeconomic exposure; exchange rates; risk exposure; risk;

    Abstract : Uncertainties in the macro economy are important sources of risk in today’s business world. Unexpected changes in exchange rates, interest rates, and inflation rates can lead to changes in corporate wealth and competitiveness and, in the extension, corporate market values – to what extent is the topic of this thesis. READ MORE

  2. 2. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Johan Hagenbjörk; Jörgen Blomvall; Ou Tang; Giorgio Consigli; [2020]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Finance; Fixed income; Interest rate risk; Credit risk; Risk management; Optimization; Mathematics;

    Abstract : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. READ MORE

  3. 3. Auri sacra fames : Interest Rates -- Prediction, Jumps and the Market Price of Risk

    University dissertation from Stockholm : Nationalekonomiska institutionen

    Author : Carl Wilkens; Mats Persson; Peter Sellin; Michael Bergman; [2005]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; instantaneous interest rate; fixed income market; asset pricing; derivative pricing; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi;

    Abstract : This thesis consists of three essays investigating different aspects of interest rates."Prediction of Future Risk-Neutral Short-Term Interest Rate Densities: Can the Black, Derman and Toy Model Assist?" (Co-authored with David Vestin. READ MORE

  4. 4. Pancreatic carcinoma in Malmö, Sweden: Clinical, epidemiological and biochemical aspects

    University dissertation from Department of Surgery, Malmö University Hospital, Lund University

    Author : Mats Hedberg; [1998]
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Kirurgi; Pancreatic carcinoma; survival rate; epidemiology; incidence rate; risk factors; smoking; weight gain; gastric resection; cholecystokinin; Surgery; pancreatic enzymes; traumatology; traumatologi; ortopedi; orthopaedics;

    Abstract : The objective of this thesis has been to assess whether there are indications suggesting that new methods for diagnosis and treatment of pancreatic carcinoma (PCa) has been followed by an improved prognosis, and to assess the possible role of smoking and gastric resection in the causation of the disease. Of the 1,200 new cases PCa diagnosed in Sweden yearly, the majority are older than 70 years, the case fatality rate being close to 100%. READ MORE

  5. 5. Essays on Income Risk and Inequality

    University dissertation from Stockholm : Department of Economics, Stockholm University

    Author : Karl Harmenberg; Per Krusell; Fatih Guvenen; [2018]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; income risk; income inequality; consumption; durable goods; cyclical skewness; top-income inequality; gender gap; glass ceiling; assortative mating; Economics; nationalekonomi;

    Abstract : Consumption Dynamics under Time-Varying Unemployment Risk We study the response of households' demand for durable goods to fluctuations in unemployment risk. First, using survey data, we document that household durable expenditures react strongly to unemployment risk, while the effect on nondurable expenditures is indistinguishable from zero. READ MORE