Sökning: "Paul Göransson"

Hittade 3 uppsatser innehållade orden Paul Göransson.

  1. 1. A Comparative Study between the KMV and the Zero-Price Probability for Default Prediction

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Paul Göransson; Ivar Alfred Gretarsson; [2008]
    Nyckelord :credit risk; KMV; Zero-Price Probability; ZPP; Monte Carlo Simulation; Default-probability; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : This master’s thesis is a comparative study between a structural model and a simulation based model for predicting default-probabilities. The structural model used is the KMV model and the simulation based is a new model called Zero-Price Probability. The main focus is on the new simulation based approach rather than the older established models. LÄS MER

  3. 2. Tranchering av Collateralized Debt Obligations med en portfölj av simulerade tillgångar

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Paul Göransson; [2007]
    Nyckelord :Värdepapperisering; Collateralized Debt Obligation; Tranchering; Asset-backed security; firm-value modellering; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : This thesis gives an introduction to securitization in general and the tranching of collateralized debt obligations in particular. It does this by using a firm-value model to simulate the underlying portfolio via monte-carlo simulations. The simulations in turn give a loss-distribution from which the various tranchings of the CDO’s are derived. LÄS MER

  4. 3. Värdering för markåtkomst vid järnvägs- och motorvägsbyggnation : en fallstudie av intrångsvärdering i området mellan Örebro och Arboga

    L3-uppsats, SLU/Dept. of Forest Products

    Författare :Paul Göransson; [2005]
    Nyckelord :värderingsprocesser; järnvägs- och motorvägsbygge;

    Sammanfattning : The purpose of this work has been to investigate if there are any differences in the valuation process at infringements when highway and railway are built. The work has mainly been concentrated on the negotiation process in which The National Railway Department (Banverket) and The National Road Administration (Vägverket) try to get agreements with the land owners. LÄS MER