Sökning: "Jump Diffusion Process"

Visar resultat 21 - 21 av 21 avhandlingar innehållade orden Jump Diffusion Process.

  1. 21. Essays in financial guarantees and risky debt

    Författare :Gunnar Dahlfors; Peter Jansson; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation consists of six separate papers dealing with the valuation of financial guarantees and risky debt contract. Each of these papers is independent and distinct. The main theme is the valuation of securities by contingent claims analysis (CCA). Paper 1: Valuation of Financial Guarantees A Presentation and a Critique. LÄS MER