Sökning: "Christoffer Gerdin"

Hittade 2 uppsatser innehållade orden Christoffer Gerdin.

1. 1. Risk Measurement and Performance Attribution for IRS Portfolios Using a Generalized Optimization Method for Term Structure Estimation

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Fredrik Gerdin Börjesson; Christoffer Eduards; [2021]
   Nyckelord :Interest rate measurement; term structures; multiple yield curves; principal component analysis; systematic risk; risk factors; term structure simulation; Latin hypercube sampling with dependence; risk measurement; value-at-risk; expected shortfall; interest rate swap; performance attribution;

   Sammanfattning : With the substantial size of the interest rate markets, the importance of accurate pricing, risk measurement and performance attribution can not be understated. However, the models used on the markets often have underlying issues with capturing the market's fundamental behavior. LÄS MER

3. 2. Predicting Financial Distress - A Model for the European Football Industry

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Christoffer Gerdin; Christian Rump; [2017]
   Nyckelord :Bankruptcy prediction; Financial ratio analysis; Probit regression; Football; Soccer;

   Sammanfattning : The present study successfully develops a probit model that predicts financial distress for European football clubs. The model consists of both financial variables that are common in accounting-based bankruptcy prediction models as well as financial and non-financial variables that capture the distinct characteristics of the football industry. LÄS MER