Sökning: "Default intensity"

Visar resultat 11 - 13 av 13 uppsatser innehållade orden Default intensity.

1. 11. Valuation of Interest Rate Swaps in the presence of Counterparty Credit Risk

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Robin Axelsson; [2014-11-26]
   Nyckelord :Interest Rate Swaps; Counterparty Credit Risk;

   Sammanfattning : Insuring debt through credit default swaps (CDS) and collateralized debt obligations (CDO) has become increasingly more popular. Recent events such as the financial crisis of 2008 have shown that the credit models for these insurances have lacked severely in certain aspects. LÄS MER

3. 12. Pricing Contingent Convertibles - in an intensity based model

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

   Författare :Magnus Brandt; Caroline Hermansson; [2013-07-10]
   Nyckelord :Convertible bonds; Contingent convertibles CoCos ; Credit Default Swaps CDS ; CDS Spread; Credit Derivative approach;

   Sammanfattning : As a result of the recent years financial instability, governments have developed new regulatory frameworks for bank capital adequacy. Authorities have become more aware of keeping capital as a buffer to absorb potential losses. Due to this, a new financial instrument, so-called Contingent convertibles (CoCos) have become more interesting. LÄS MER

4. 13. Stroke Lesion Segmentation for tDCS

   Master-uppsats, Medicinsk informatik; Tekniska högskolan

   Författare :Elin Naeslund; [2011]
   Nyckelord :automatic segmentation; manual segmentation; stroke lesions; tDCS; SPM8; aphasia patients;

   Sammanfattning : Transcranial direct current stimulation (tDCS), together with speech therapy, is known to relieve the symptoms of aphasia. Knowledge about amount of current to apply and stimulation location is needed to ensure the best result possible. LÄS MER