Sökning: "Raquel M. Gaspar"

Hittade 1 avhandling innehållade orden Raquel M. Gaspar.

1. 1. Credit risk and forward price models

   Författare :Raquel M Gaspar; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This thesis consists of three distinct parts. Part I introduces the basic concepts and the notion of general quadratic term structures (GQTS) essential in some of the following chapters. Part II focuses on credit risk models and Part III studies forward price term structure models using both the classical and the geometrical approach. LÄS MER