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Essays on sovereign debt valuation.

Warnes, Ignacio - 1997

Source: Dissertation Abstracts International, Volume: 58-02, Section: A, page: 0539.

Persistent link: https://www.econbiz.de/10009472449

Three essays on bank balance sheets and disruptions in the supply of intermediated credit

Kandrac, John Paul - 2011

xi, 101 p. : col. ill.

Persistent link: https://www.econbiz.de/10009447401

Venture capital financing in India: a study of venture capitalist's valuation, structuring, and monitoring practices

Durrani, Mansoor - 2001

Venture capital as a source of financing high technology, small and medium enterprises (SMEs) is well established in the developed economies. Now, thisactivity is becoming a focus of attention in emerging markets. India has registered a significant growth in terms of the amount and number of...

Persistent link: https://www.econbiz.de/10009461207

Shawa, Hani Hashem - 1995

Demand for construction Project Finance has developed in recent years asconstruction projects have become more … projects that used Project Related Finance for theirexecution was analysed to see if there was common ground for adoption of … ProjectRelated Finance strategy.The questionnaire survey also revealed that while bankers extend both CorporateFinance to …

Persistent link: https://www.econbiz.de/10009461302

Essays on banking and corporate investment

Titman, Sheridan (contributor) - 2011

This dissertation examines issues in banking and the financing of corporate investment. The first chapter investigates … diminish during long periods of stability. However, results from the recent financial crisis show that healthy banking …

Persistent link: https://www.econbiz.de/10009429423

Development and structuring of commercial mortgage-backed securities in Australia

Chikolwa, Bwembya - 2008

According to the Reserve Bank of Australia (2006) the increased supply of Commercial Mortgage-Backed Securities (CMBS), with a range of subordination, has broadened the investor base in real estate debt markets and reduced the commercial property sector’s dependence on bank financing The CMBS...

Persistent link: https://www.econbiz.de/10009437644

A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging

Gupta, Alok; Reisinger, Christoph - 2010

In this thesis we address problems associated with financial modelling from a Bayesian point of view. Specifically, we look at the problem of calibrating financial models, measuring the model uncertainty of a claim and choosing an optimal hedging strategy. Throughout the study, the local...

Persistent link: https://www.econbiz.de/10009441418

Essays on the financial governance of firms

Wilson, Linus; Roberts, Kevin W. S. - 2007

Four essays, or chapters, model the capital structure, governance, and investment decisions as part of a sequential game. Each chapter is separate in its context, assumptions, and conclusions. The titles of the chapters are below.Abstracts of each essay or chapter can be found at the beginning...

Persistent link: https://www.econbiz.de/10009441487

Estimating the term structure with a semi-parametric Bayesian population model: An application to corporate bonds

Cruz Marcelo, Alejandro - 2010

The term structure of interest rates is used to price defaultable bonds and credit derivatives, as well as to infer the quality of bonds for risk management purposes. We introduce a new framework for estimating the term structure of interest rates for corporate bonds. The proposed model jointly...

Persistent link: https://www.econbiz.de/10009441853

Essays in financial risk management

Ergen, Ibrahim - 2010

In Chapter 1, the usefulness of Extreme Value Theory (EVT) methods, GARCH models, and skewed distributions in market risk measurement is shown by predicting and backtesting the one-day-ahead VaR for emerging stock markets and the S&P 500 index. It has been found that the conventional risk...

Persistent link: https://www.econbiz.de/10009441855

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