Search for dissertations about: "thesis on investment in securities"
Found 5 swedish dissertations containing the words thesis on investment in securities.
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1. Credit Risk in Corporate Securities and Derivatives : valuation and optimal capital structure choice
Abstract : This volume consists of four papers, which in principle could be read in any order. The common denominator is that they deal with contingent claims models of a firm's securities or related derivatives. READ MORE
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2. Essays in financial guarantees and risky debt
Abstract : This dissertation consists of six separate papers dealing with the valuation of financial guarantees and risky debt contract. Each of these papers is independent and distinct. The main theme is the valuation of securities by contingent claims analysis (CCA). Paper 1: Valuation of Financial Guarantees A Presentation and a Critique. READ MORE
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3. Term structure estimation based on a generalized optimization framework
Abstract : The current work is devoted to estimating the term structure of interest rates based on a generalized optimization framework. To x the ideas of the subject, we introduce representations of the term structure as they are used in nance: yield curve, discount curve and forward rate curve. READ MORE
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4. The closed-end investment company premium puzzle : model development and empirical tests on Swedish and British data
Abstract : For decades, business press and researchers have observed and investigated the premiums/discounts on closed end investment companies. Proposed explanations for the phenomenon have been poor performance, high expenses (due to agency relationships), inefficient internal capital markets and excess volatility in the returns of the shares of the closed-end investment companies. READ MORE
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5. Indirect Exploitation of Intellectual Property Rights By Corporations and Investors: IP Privateering & Modern Letters of Marque & Reprisal
Abstract : Competitive pressures and rent-seeking behaviors have motivated companies and investors to develop indirect techniques for beneficially exploiting third-party intellectual property rights (IPRs) that qualitatively depart from the slate of direct exploitation tools whose usage has been honed during the past 30 years of the pro-patent era. Companies have increasingly realized that they do not need to create IPRs themselves to exploit them beneficially, which has been the conventional usage pattern. READ MORE