Sökning: "credit risk"

Visar resultat 6 - 10 av 75 avhandlingar innehållade orden credit risk.

  1. 6. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

    Författare :Johan Hagenbjörk; Jörgen Blomvall; Ou Tang; Giorgio Consigli; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Finance; Fixed income; Interest rate risk; Credit risk; Risk management; Optimization; Mathematics;

    Sammanfattning : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. LÄS MER

  3. 7. Information and Default Risk in Financial Valuation

    Författare :Marta Leniec; Erik Ekström; Christoph Kühn; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; pricing; valuation; American options; Dynkin games; optimal stopping problem; optimal stopping games; credit risk; default risk; information; filtration; enlargement of filtrations;

    Sammanfattning : This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. LÄS MER

  4. 8. Essays in international risk sharing : Currency strategies and credit cycles

    Författare :Tommy von Brömsen; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : In order to earn excess returns, investors must take on risk. For an international investor that risk can be characterized as either country-specific or global. While the former risks are contained within a given country, global risks are spread across economies and can potentially affect investors around the world. LÄS MER

  5. 9. Essays on Household Finance

    Författare :Marieke Bos; Eskil Wadensjö; Luigi Guiso; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Consumer credit; Alternative credit; Pawn credit; Lending policy; Credit Scoring; Immigrants; Economics; Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : The thesis consists of three self-contained essays on household finance.  “Pawn Credit and the Importance of Financial Exclusion” explores the importance of access to regular credit to the demand for pawn credit. LÄS MER

  7. 10. Dynamic Modelling in Credit Risk

    Författare :Alexander Herbertsson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : .... LÄS MER