Peter Feldhütter

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• Disintegrated Bond and Stock Markets

  Pal, G. & Bruusgaard, C. F.

  MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2020

  Student thesis: Master thesis

  File

• Delta Hedging with Stochastic Volatility: An Empirical Comparison of the Heston (1993) and Black-Scholes (1973) Models during the Covid-19 Crash

  Sars Oom, E. A. & Christensen, L. W.

  MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2022

  Student thesis: Master thesis

  File

• Did ECB's Pledge to Do 'Whatever it Takes' Come With Unanticipated Side Effects? An Event Study Assessing the Impact of ECB's Asset Purchase Programs on Bank Equity Valuation and Credit Risk.

  Marquardt, N. & Thomsen, J. L.

  MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2019

  Student thesis: Master thesis

  File

• Factor Models in Fixed Income

  Grenbom, J. T. H. & Thomas, Z. C. Z.

  MSc in Finance and Accounting, (Graduate Programme) Final Thesis, 2020

  Student thesis: Master thesis

  File

• Hedging Exercise with Heston Model

  Hamre, E. & Bråthen, A. B.

  MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2023

  Student thesis: Master thesis

  File

• Market Efficiency: Empirical Evidence from European Football Betting Markets

  Kandaurov, V. K.

  MSc in Applied Economics and Finance, (Graduate Programme) Final Thesis, 2019

  Student thesis: Master thesis

  File

• Same Basis Different Drivers : The CDS-bond Basis in the Post-crisis Era

  Jensen, M. M.

  MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2019

  Student thesis: Master thesis

  File

• The Impact of ESG Ratings on Risk & Return of Firms: An Empirical Analysis

  Zincke, R. & Ott, N.

  MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2020

  Student thesis: Master thesis

  File

• The Pricing of Sustainability-linked Bonds: An Empirical Investigation

  Ahmadi, A. & Poulsen, C. C.

  MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2023

  Student thesis: Master thesis

  File

• The SABR Model in a Negative Interest Rate Framework: Theory and Practice

  Ívarsson, J.

  MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2020

  Student thesis: Master thesis

  File

• The Spinoff Scorecard: An Investment Strategy to Separate the Best Performing Spinoffs from the Worst

  Bülow, S. E. L. & Glave Mjörnemark, N. P.

  MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2019

  Student thesis: Master thesis

  File

• The Value of a Changed Opinion: Analyzing Stock Price Reactions to Analyst Recommendation Revisions

  Brammer, C. D. & Näsström, V. F.

  MSc in Applied Economics and Finance, (Graduate Programme) Final Thesis, 2020

  Student thesis: Master thesis

  File