Sökning: "Marcus Zethraeus"
Hittade 1 uppsats innehållade orden Marcus Zethraeus.
1. Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. LÄS MER
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