Sökning: "Mixed Binomial Models"

Hittade 3 uppsatser innehållade orden Mixed Binomial Models.

  1. 1. Civil war and third-party non-combatants : Understanding the logic of violence against humanitarian aid workers in the setting of intrastate conflict

    Master-uppsats, Uppsala universitet/Institutionen för freds- och konfliktforskning

    Författare :Malika Rakhmankulova; [2022]
    Nyckelord :conflict; aid workers;

    Sammanfattning : Attacks against humanitarian aid workers are a concerning global trend that has been noted since the end of the Cold War. Despite this, limited research is available that combines overt theoretical testing with empirical procedures. LÄS MER

  3. 2. Central Counterparties. A Numerical Implementation of the Default Waterfall

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Karl Ejvegård; Christian Romaniello; [2016-09-21]
    Nyckelord :Risk Management; Central Counterparty; Risk; Stochastic Models; Monte Carlo Simulation; Mixed Binomial Models; Interest Rate Swap;

    Sammanfattning : This thesis studies so called Central Counterparties (CCP), nancial institutions which consist of clearing members, such as large banks. CCPs have the role of centralizing, mutualizing and reducing counterparty risk, by acting as an intermediate in nancial transactions. LÄS MER

  4. 3. Models for Credit risk in Static Portfolios

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Joel Johansson; Anton Engblom; [2015-07-02]
    Nyckelord :;

    Sammanfattning : In this thesis we investigate models for credit risk in static portfolios. We study Vasicek's closed form approximation for large portfolios with the mixed binomial model using the beta distribution and a two-factor model inspired by Merton as mixing distributions. LÄS MER