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Dissertations / Theses on the topic 'Risk-free rate'

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Published: 4 June 2021

Last updated: 25 July 2025

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1

Burger, Johannes. "An analysis of the risk free rate in the South African capital market /|cJohann Burger." Thesis, North-West University, 2012. http://hdl.handle.net/10394/10192.

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The current research was undertaken to assess if the prices in the South African capital market imply a risk free rate that is not equal to the theoretical risk free rate. The research was conducted by means of a literature review and desktop-research-based analysis of the market price based yield curve. The literature review was conducted to establish the importance of the risk free rate in the financial systems dynamics. The literature review highlighted that all the portfolio theories and performance-measure indicators have the risk free rate at the core of their methodology. This implies t

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2

Sousa, João Beleza Teixeira Seixas e. "Machine learning Gaussian short rate." Doctoral thesis, Faculdade de Ciências e Tecnologia, 2013. http://hdl.handle.net/10362/12230.

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Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco<br>The main theme of this thesis is the calibration of a short rate model under the risk neutral measure. The problem of calibrating short rate models arises as most of the popular models have the drawback of not fitting prices observed in the market, in particular, those of the zero coupon bonds that define the current term structure of interest rates. This thesis proposes a risk neutral Gaussian short rate model based on Gaussian processes for machine learning regression using the Vasicek short rate model as pr

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3

Pettersson, Pernilla. "Equity Premium Puzzle : teori och empiri." Thesis, Uppsala University, Department of Economics, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6401.

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<p>Syftet med uppsatsen är att diskutera det så kallade equity premium puzzle. Jag</p><p>analyserar teoretiskt den intertemporala konsumtionsbaserade CAPM (C-CAPM),</p><p>sammanställer en del av litteraturdiskussionen som finns på området samt empiriskt</p><p>testar C-CAPM på svensk data. Fenomenet equity premium puzzle innebär att</p><p>överavkastningen på aktier är så stor att det inte stämmer med den ekonomiska teorin.</p><p>Enligt teorin beror C-CAPMs riskpremie på kovariansen mellan konsumtionen och</p><p>aktieavkastningen. Litteraturen visar att forskare inte har lyckats förklara equity<

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4

Adamec, Tomáš. "Bezriziková výnosová míra pro výnosové ocenění podniku." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-16743.

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This diploma thesis analyses various approaches to calculate risk-free interest rate. In the beginning it deals with the term risk-free asset a various types of bases we could start calculating from. The paper suggests using spot rates and searches for alternative interest rates on the market. These are subsequently applied to real data coming from Czech market. Specifically they are the bootstrapping method and also the method of deriving risk-free interest rate from interest swap rate. Closing thoughts are dealing with various problems an appraiser may encounter while calculating risk-free r

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5

Grammenidis, Ackis, and Anna Fattor. "Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate." Thesis, Umeå University, Umeå School of Business, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-25631.

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<p>1.3. Research Questions.</p><p>With this in mind, the research questions of this work are:</p><p>1. Is the Capital Asset Pricing Model still applicable despite the heavy impact of the financial crisis on the financial systems?</p><p>2. What happens to this model when the risk free rate approaches zero?</p><p>3. Is there a relationship between the riskiness of an asset and the risk-free interestrate when the latter is approaching the zero level?</p>

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Viberg, Robert, and Kristin Åberg. "The future of equity risk premiums : A study of equity risk premium in the Swedish market." Thesis, Jönköping University, JIBS, Business Administration, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-535.

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<p>Bakgrund: Marknadens riskpremie kan förklaras som den förväntade avkastning en investerare kräver för att acceptera en viss risk. Hur riskpremien skall bestämmas har stått i fokus för omfattande debatter de senaste åren men fortfarande har ingen ultimat lösning infunnit sig. Det finns två huvudsakliga tillvägagångssätt för att uppskatta riskpremien. Det ena att använda historisk data över aktieutvecklingen och därefter förvänta sig att en framtida utveckling kommer att vara likvärdig. Den andra är att göra uppskattningar av den framtida utvecklingen, så som framtida utdelningar, framtida vi

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7

Zhao, Bo. "Overview of Financial Risk Assessment." Kent State University Honors College / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=ksuhonors1399203159.

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8

Dubihlela, Jobo. "Barriers, determinants and enablers of market orientation :|bimpact on business performance for small to medium enterprises in South Africa / Jobo Dubihlela." Thesis, North-West University, 2012. http://hdl.handle.net/10394/10191.

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Small and medium enterprises (SMEs) are recognised as important for the economic success of countries all over the world because of their contribution to the gross domestic product (GDP), to innovation, to export revenue, to the provision of goods and services to society and large enterprises, to social stability, to employment creation, and to the improvement of economic welfare. These organisations operate within an economic environment characterised by volatility, highly demanding dynamism and tough competition, which often seriously threaten their performance and their survival. The South

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9

Agca, Senay. "The Performance Of Alternative Interest Rate Risk Measures And Immunization Strategies Under A Heath-Jarrow-Morton Framework." Diss., Virginia Tech, 2002. http://hdl.handle.net/10919/26655.

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The Heath-Jarrow-Morton (HJM) model represents the latest in powerful arbitrage-free technology for modeling the term structure and managing interest rate risk. Yet risk management strategies in the form of immunization portfolios using duration, convexity, and M-square are still widely used in bond portfolio management today. This study addresses the question of how traditional risk measures and immunization strategies perform when the term structure evolves in the HJM manner. Using Monte Carlo simulation, I analyze four HJM volatility structures, four initial term structure shapes, three hol

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10

Fraletti, Paulo Beltrão. "Ensaios sobre taxas de juros em reais e sua aplicação na análise financeira." Universidade de São Paulo, 2004. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-26072004-110952/.

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A solução da maioria dos problemas práticos enfrentados por administradores financeiros passa pela identificação prévia do custo de oportunidade para investimentos de diferentes prazos e riscos. Este trabalho busca, no conjunto de seus capítulos, realizar uma avaliação crítica das propriedades da estrutura temporal de taxas de juros em reais e de sua utilização como variável exógena fundamental na análise financeira. Sem a pretensão de esgotar qualquer dos temas abordados, procurou-se estabelecer a curva de juros para investimentos livres de riscos em moeda nacional e, através de um conjunto d

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11

Horalík, Jan. "VÍCEKRITERIÁLNÍ OPTIMALIZACE VE VÝNOSOVÉM OCEŇOVÁNÍ NEMOVITOSTÍ." Doctoral thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2016. http://www.nusl.cz/ntk/nusl-234321.

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The income evaluation is one of the basic methods to establish a price of a real estate. It deals with a discount rate. But there is any obligatory methods how to establish the discount rate. The principle of yield property valuation method is the determination of future net profits transferred to the present value. The amount of the discount rate is affected by the large amount of criteria that take into account the risks associated with the property. The risk represents the financial loss which the owner of real estate created if the immovable thing ceased to produce such income, which is ca

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12

Plánička, Pavel. "Bezriziková výnosová míra ve výnosovém oceňování podniků." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-19021.

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The work deals with the theoretical basis and the practical approach for determining the risk-free rate of return. The aim of the work is to form recommendations which should analysts follow in determining the risk-free rate of return in the Czech Republic. The first part focuses on theoretical basis of risk-free rate of return and market interest rates. Further, the criteria of risk-free investments are defined in this chapter. The second and third part focuses on determination of the risk-free rate of return using yield to maturity of government bond and yield curve which was derived with us

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13

Havrdová, Petra. "Varianty stanovení bezrizikové výnosnosti v ocenění podniku." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-192835.

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Thesis Variants of determining the risk free rate in the business valuation is dedicated to the issue of estimating risk free rate for the calculation of the discount rate. The objective of this work is to demonstrate the influence of methods to estimate the risk free rate to business valuation based on the example of a selected company valuation. The first part is dedicated to the cost of equity, cost of debt and weighted average cost of capital. Next chapter focuses on the definition of risk-free interest rate and rating as an indicator of credit risk. The thesis also deals with theoretical

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14

Kotálová, Magdalena. "The Switch from LIBOR to OIS Discounting." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-206727.

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The main contribution of the diploma thesis is to give a comprehensive picture of the switch from LIBOR to OIS discounting. Prior to the global financial crisis, LIBOR (London Interbank Offered Rate) represented an approximation of the risk-free rate in the valuation of interest rate derivatives. The collapse of Lehman Brothers in 2008 resulted in sharp widening of the LIBOR-OIS spread, an indicator of the interbank market stress. Many derivative practitioners have become concerned about the choice of an appropriate risk-free rate. Traditional valuation approaches using LIBOR discounting have

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15

Comun, Tamariz Lizett Paola, and Ojeda Paula Mercedes Huaman. "Adaptación del modelo CAPM en mercados emergentes." Bachelor's thesis, Universidad Peruana de Ciencias Aplicadas (UPC), 2019. http://hdl.handle.net/10757/626342.

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El presente trabajo de investigación analiza el estado del arte de los ajustes y adaptaciones que se han impuesto al modelo Capital Asset Pricing Model (CAPM) para habilitar su aplicabilidad en mercados emergentes, con el fin de valorar correctamente los activos financieros y estimar la rentabilidad esperada en función del riesgo, es justo mencionar que, desde la publicación del modelo han surgido constantes críticas que lo califican de ineficaz en mercados emergentes, basándose particularmente en que, el modelo representa el riesgo a través de una sola variable que es medida por el riesgo si

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16

Silva, Hélio Rodrigo Serra. "Imunização dos efeitos cíclicos no cálculo das provisões técnicas em ambiente solvência II : counter-cyclical premium e matching premium." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10800.

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Mestrado em Ciências Actuariais<br>A recente instabilidade dos mercados financeiros contribuiu para o aumento do debate em torno da avaliação das responsabilidades e dos ativos das empresas de seguros e de resseguros. Tal decorre do desvio significativo que os preços de mercado podem sofrer em relação aos fundamentos económicos implícitos, refletindo a aversão ao risco e o interesse próprio dos investidores. Este texto é o relatório de um estágio curricular realizado no Instituto de Seguros de Portugal. O projeto subjacente consistiu no estudo aprofundado de dois inovadores instrumentos, agora

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17

Guimarães, João Felipe Cury. "Existe puzzle de prêmio de risco acionário (EPP) no mercado brasileiro?: uma análise do período entre 1995 e 2013." reponame:Repositório Institucional do FGV, 2014. http://hdl.handle.net/10438/12047.

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Submitted by João Felipe Cury Guimarães (joaofcuryg@gmail.com) on 2014-07-24T19:28:41Z No. of bitstreams: 1 TESE_JOAO GUIMARAES_vABNT.pdf: 915217 bytes, checksum: 3af3016a61ad6056c7d3890331563e1c (MD5)<br>Approved for entry into archive by Gisele Gammaro (gisele.gammaro@fgv.br) on 2014-08-29T17:26:28Z (GMT) No. of bitstreams: 1 TESE_JOAO GUIMARAES_vABNT.pdf: 915217 bytes, checksum: 3af3016a61ad6056c7d3890331563e1c (MD5)<br>Made available in DSpace on 2014-09-23T13:58:31Z (GMT). No. of bitstreams: 1 TESE_JOAO GUIMARAES_vABNT.pdf: 915217 bytes, checksum: 3af3016a61ad6056c7d3890331563e1c (MD5

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18

Prodělal, František. "Diskontní míra pro staovení tržní hodnoty podniku." Doctoral thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2008. http://www.nusl.cz/ntk/nusl-234293.

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The work is focussed on the determination of capital structure in its market values, determination of the cost of non-own capital, and determination of the cost of equity, primarily by using the CAPM method. In terms of the CAPM procedure the work deals with the main parameters required by the method, such as risk-free yield rate, risk market premium, and beta coefficient. Furthermore, attention is given to modifications resulting from the inaccuracies of the CAPM method to make the method correspond as much as possible with the actual yield and risk of shares historically achieved at the capi

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19

Jämtander, Jämtander. "Models explaining the average return on the Stockholm Stock Exchange." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-40360.

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Using three different models, we examine the determinants of average stock returns on the Stockholm Stock Exchange during 2012-2016. By using time-series data, we find that a Fama-French three-factor model (directed at capturing size and book-to-market ratio) functions quite well in the Swedish stock market and is able to explain the variation in returns better than the traditional CAPM. Additionally, we investigated if the addition of a Price/Earning variable to the Fama-French model would increase the explanatory power of the expected returns of the different dependent variables portfolios.

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20

Chen, Chia-Te, and 陳家德. "The Sensitivity Analysis of risk-free interest rate and index option." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/02960594402445982653.

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碩士<br>銘傳大學<br>經濟學研究所<br>91<br>After the index option lists on the future market, it affects properly in the financial market in Taiwan. Beside adrenalize the stock market and future market, it offers investors other kinds of tools such as hedge and arbitrage. In Black and Scholes(1973) European-style option model, this study focuses on the part of the risk-free interest rate, and researches the price of option whether it contains the sensitivity of interest rate or not, which is the option market can be affected by the change of interest rate or not. The result shows when

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21

yeh, lin mêng, and 林孟燁. "The Stone Free Rate and the Risk Factors of the Recurrence Rate after Extracorporeal Shock Wave Lithotripsy." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/42711817813060952383.

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碩士<br>亞洲大學<br>健康管理研究所<br>95<br>Objective: Since the implementation of National Health Insurance, the method for payment is fee-for-service. The highest payment unit in medical equipment usage is per outpatient treatment in ESWL. This study is to understand the stone-free rate after ESWL and analysis the factors that affect the recurrence rate.Materials and Methods: Between Jul. 2000 to Jun 2001, total 706 patients underwent ESWL in Cheng-Ching general hospital. We retrospectively reviewed the stone-free rate and recurrence rate after ESWL. Furthermore,we investigated the factors that contribut

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22

Müller, Lukas Maximilian. "Low risk-free rates and their implications for valuation." Master's thesis, 2020. http://hdl.handle.net/10362/105571.

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The paper discusses implications of prevailing low interest rates ondiscounted cash flow valuations. Applying the traditional theoretical framework can lead to absurd results for intrinsic value. I find evidence that investment banks use artificially high numbers for risk-free rates and equity premia to boost weighted average cost of capital. I argue that valuations that are solely based on discounted cash flows lack meaningfulness in the current environment. They needto be accompanied by other techniquessuchas multiple valuations. In Lisa and minevaluation ofWacker Neuson SEwe did

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23

Charteris, Ailie. "The applicability of the risk-free rate proxy in South Africa : a zero-beta approach." Thesis, 2009. http://hdl.handle.net/10413/780.

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Thesis (M.Comm.)-University of KwaZulu-Natal, Pietermaritzburg, 2009.<br>The Capital Asset Pricing Model (CAPM), despite criticism and debate regarding its validity, remains the most widely employed model to estimate the cost of equity for use in capital budgeting decisions, both in the U.S. and in South Africa. The risk-free rate specified in the model is generally estimated with the use of a government security, but there is some concern as to the appropriateness of this practice in the South African market. An alternative approach was derived by Black (1972), known as the minimum-variance z

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24

Lo, Yu-Ting, and 羅郁婷. "Using the Smith-Wilson Model to Construct the Term-Structure Risk-Free Interest Rate under the IFRS 17 Standard." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/knqg3g.

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碩士<br>國立政治大學<br>金融學系<br>107<br>Under the IFRS 17 standard, it’s required to change from the locked-in discount rate which is applied around the world, to the current discount rate. In this paper, we use the Smith-Wilson model, which based on IANs and ICS to perform stability and cash flow test to observe the rationality of the ultimate forward rate setting. According to the result of the testing, it can be shown that using the Taiwan government bonds of 1y, 5y and 10y to interpolate the first ten-year interest curve is the most stable situation while the second-order interpolation of the advan

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25

Fernandes, Marco Biscaia. "Contributos para a explicação dos puzzles equity premium e risk free rate a partir do modelo recursivo epstein-zin-weil: uma análise empírica." Doctoral thesis, 2015. http://hdl.handle.net/10071/10663.

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Classificação JEL: C52, C58, E21, E44, G12<br>A partir do modelo Epstein-Zin-Weil (EZW), que separa o Coeficiente Relativo de Aversão ao Risco (CRAR) da Elasticidade Intertemporal de Substituição (EIS) do consumo, estudou-se a adequabilidade empírica na explicação dos retornos dos activos e variação do consumo, atendendo à importância da resolução dos puzzles relacionados com o Equity Premium. Para tal, partiu-se do trabalho de Zhang (2006), que estimou o modelo EZW considerando o cálculo do portfólio óptimo (incluindo o capital humano) em detrimento da utilização do portfólio de mercado como

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Pinto, José Florêncio Ferreira. "Stress testing and asset allocation for pension fund." Master's thesis, 2016. http://hdl.handle.net/10071/13747.

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Stress testing is a useful and increasingly popular method of analysing the resilience of financial systems to adverse events. It has been introduced recently to the pensions sector, in some countries, as well. This dissertation aim is to present results from a stress testing based on three different scenarios, two of them with adverse financial market scenarios and the last one related with longevity. The main goals of this test are to observe the impact of the shocks applied to the prime financial assets available in the financial market and to understand their significance in the pens

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Batista, Diana Patrícia Correia. "CAPM: an application to the Portuguese companies in the retail sector." Master's thesis, 2019. http://hdl.handle.net/10071/19289.

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The objective of this study is to estimate the CAPM for the two Portuguese retail companies listed in the PSI-20 (JMT and SON) and assess how the two of them evolve regarding the Portuguese market index. This study covered sixteen years (pre and post-subprime crisis) and, based on estimation results, we established a comparison between the relation of each company with the PSI-20. We also analysed the differences before and after the 2008 financial crisis. For this purpose, the estimation of α and β coefficients was done by using the OLS method, and the adequacy of the model was checked

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28

Hrachovec, Miloš. "Záhada prémie vlastního kapitálu: přehled literatury a česká data." Master's thesis, 2013. http://www.nusl.cz/ntk/nusl-329079.

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This thesis focuses on the equity premium puzzle, risk-free rate puzzle and possible solutions of these two quantitative conundrums. Original formulation of both puzzles is introduced and comprehensive literature survey is presented to show the developments regarding this topic. These include risk-based explanations, non-risk based explanations and behavioral finance perspective. Main contribution of this study dwells in estimation of these two puzzles for the Czech Republic. Using consumption-based asset pricing model with time separable preferences, presence of the two puzzles is estimated e

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Li, Jiun-Tze, and 李俊澤. "Extrapolation of Long-term Risk-free Interest Rates: A Case Study for Taiwan Insurance Market." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/54169907393885001269.

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碩士<br>逢甲大學<br>統計與精算所<br>99<br>This study constructed a risk free term structure based on the Taiwan government bond market, with maturities of up to 120 years. In Taiwan, only government bonds with maturities of up to 30 years could be observed. Additionally, the short-term interest rate also has had spurious volatility and caused the GARCH volatility models to be difficult to converge in the estimation of long-term volatility levels. This paper suggested a threshold GARCH model to infer the equilibrium volatility term structure. Furthermore, this paper used the Vasicek equilibrium interest ra

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Eraman, Direen. "An investigation into the mechanics and pricing of credit derivatives." Diss., 2009. http://hdl.handle.net/10500/3225.

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With the exception of holders of default-free instruments, a key risk run by investors is credit risk. To meet the need of investors to hedge this risk, the market uses credit derivatives. The South African credit derivatives market is still in its infancy and only the very simplistic instruments are traded. One of the reasons is due to the technical sophistication required in pricing these instruments. This dissertation introduces the key concepts of risk neutral probabilities, arbitrage free pricing, martingales, default probabilities, survival probabilities, hazard rates and forward

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Gooley, Nathan John. "Evergreen, bank funding & liquidity management." Thesis, 2016. http://hdl.handle.net/1959.13/1310643.

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Research Doctorate - Doctorate of Business Administration (DBA)<br>Government mandated institutions in Australia and Canada have continuously progressed banking regulation throughout time by making gradual alterations to prudential frameworks and supervisory practices. This has included the prompt domestic adaptation of the three Basel accords. A main objective is to ensure banking organisations become more resilient to stresses that impact their capital and liquidity adequacy. Banking organisations are faced with the task of transforming their balance sheets and funding profiles to not only s

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