Sökning: "Black Cox model"
Hittade 4 uppsatser innehållade orden Black Cox model.
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
2. Labor-market status and first-time parenthood: The experience of female minorities in the United States, 1979-2012
Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionenSammanfattning : Background. The United States has been a diverse country since it is establishment. The effects of socioeconomic characteristics including immigration, age, employment status, educational attainment on total fertility rate have been discussed in the previous studies. Objective. LÄS MER
3. Valuing Credit Default Swaps with a Structural Approach
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Valuing single-name Credit Default Swaps (CDS) is a dicult task since in order to make a fair valuation, one needs to assess the credit risk of the corresponding company. Many dierent models exist when it comes to modelling the credit risk, this report specically focuses on the branch of models named structural models. LÄS MER
4. Valuation of Financial Derivatives in Discrete-Time Models
Kandidat-uppsats, Lunds universitet/Matematisk statistikSammanfattning : The core subject of financial mathematics concerns the issue of pricing financial assets such as complex financial derivatives. The pricing technique is pervaded by the concept of arbitrage: mis-pricing will be spotted and exploited, resulting in a risk free return for any arbitrageur. LÄS MER
