Sökning: "Credit Risk"
Visar resultat 21 - 25 av 75 avhandlingar innehållade orden Credit Risk.
21. Four applications of stochastic processes : Contagious disease, credit risk, gambling and bond portfolios
Sammanfattning : This thesis consists of four papers on applications of stochastic processes. In Paper I we study an open population SIS (Susceptible - Infective - Susceptible) stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The analysis uses coupling arguments and diffusion approximations. LÄS MER
22. Changing the risk at the margin : Smallholder farming and public policy in developing countries
Sammanfattning : This thesis consists of a summary and four self-contained papers. Paper [I] examines whether the implementation of a social safety net programme in Ethiopia has affected the value, risk and composition of farmers‟ crop portfolios. LÄS MER
23. Credit Risk in Corporate Securities and Derivatives : valuation and optimal capital structure choice
Sammanfattning : This volume consists of four papers, which in principle could be read in any order. The common denominator is that they deal with contingent claims models of a firm's securities or related derivatives. LÄS MER
24. Studies in Mortgage Pricing and Finance Theory
Sammanfattning : This thesis consists of three self-contained essays.Essay 1 examines the question of why reverse or participating mortgages have not been as much in demand as predicted. A theoretical framework is derived for evaluating the expected utility associated with a reverse or participating mortgage. LÄS MER
25. Essays on Debts and Constitutions
Sammanfattning : This thesis includes two essays on sovereign debt and one on subnational governments' debts within a federation. In the two first essays, simple constitutional rules - that define how economic interactions unfold - are found to influence the outcome in important ways. LÄS MER