Sökning: "Egil Nordgren"
Hittade 1 uppsats innehållade orden Egil Nordgren.
1. Modelling Probability of Default in the Nordics
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Credit risk is one of the greatest risks facing financial institutions, and it is therefore very important that models with good predictive power are used in order to etter capture this risk. This thesis proposes logistic regression models for modelling risk-drivers of the probability of default in a financial institution active in he Nordics. LÄS MER
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