Blar i NHH Brage på forfatter "Persson, Svein-Arne"
-
Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
Miltersen, Kristian R.; Persson, Svein-Arne (Discussion paper, Working paper, 1998-07)Rate of return guarantees are included in many financial products, for example life insurance contracts or guaranteed investment contracts issued by investment banks. The holder of such a contract is guaranteed a fixed ... -
The determinants of recovery rates in the Nordic high yield bond market : an empirical study of the price development and market-based recovery of defaulted high yield bonds
Aarvik, Gard André; Nordli, Syver Melsnes (Master thesis, 2016)In this thesis, we analyse market-based recovery rates on 78 defaulted high yield bonds in the Nordic market, during the time-period from May 2014 to September 2016. First, we estimate market-based recovery rates, defined ... -
Valuation of extension options on offshore rig contracts on the NCS
Skaane, Cecilie; Wangen-Eriksen, Marianne (Master thesis, 2018)Offshore rigs are a necessary tool in exploration and development projects in the oil and gas industry. The offshore rig market is unique in the way that the majority of the rig fleet is owned by independent rig firms ...