Sökning: "Asset-backed security"

Hittade 2 uppsatser innehållade orden Asset-backed security.

1. 1. Analysis of Student Loan Asset-Backed Securities : Construction of a Valuation Model using a Trinomial Interest Rate Tree

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Gustav Rehnman; Ted Tigerschiöld; [2016]
   Nyckelord :;

   Sammanfattning : Student debt in the U.S has grown rapidly over the last decades. A common practice among lenders is to pool the loans into securities that are sold off and traded between institutional investors. Since these securities have no market price this thesis aims to develop a valuation model. 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