Sökning: "alexander herbertsson"
Hittade 3 avhandlingar innehållade orden alexander herbertsson.
1. Dynamic dependence modelling in credit risk
Sammanfattning : .... LÄS MER
2. Dynamic Modelling in Credit Risk
Sammanfattning : .... LÄS MER
3. Pricing Portfolio Credit Derivatives
Sammanfattning : This thesis consists of four papers on dynamic dependence modelling in portfolio credit risk. The emphasis is on valuation of portfolio credit derivatives. The underlying model in all papers is the same, but is split in two different sub-models, one for inhomogeneous portfolios, and one for homogeneous ones. LÄS MER
Resultatsidor:
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