Sökning: "Christoffer Gerdin"
Hittade 2 uppsatser innehållade orden Christoffer Gerdin.
1. Risk Measurement and Performance Attribution for IRS Portfolios Using a Generalized Optimization Method for Term Structure Estimation
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : With the substantial size of the interest rate markets, the importance of accurate pricing, risk measurement and performance attribution can not be understated. However, the models used on the markets often have underlying issues with capturing the market's fundamental behavior. LÄS MER
2. Predicting Financial Distress - A Model for the European Football Industry
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : The present study successfully develops a probit model that predicts financial distress for European football clubs. The model consists of both financial variables that are common in accounting-based bankruptcy prediction models as well as financial and non-financial variables that capture the distinct characteristics of the football industry. LÄS MER