Sökning: "Erik Sveder"

Hittade 2 uppsatser innehållade orden Erik Sveder.

  1. 1. Pricing Credit Default Index Swaptions A numerical evaluation of pricing models

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Erik Sveder; Edvard Johansson; [2015-07-13]
    Nyckelord :Credit Default Index Swaptions; Options on CDS Indices; Credit Derivatives; Credit Default Swap; Credit Default Swaption; Credit Default Index Swap; Credit Risk; Credit Risk Modelling; Intensity-based Mod- elling; Black-Scholes;

    Sammanfattning : This study examines the background and nature of the credit default index swaption (CDIS) and presents relevant methods for modelling credit risk. A CDIS is a credit derivative contract that gives the buyer right to enter into a credit default index swap (CDS index) contract at a given point in time. LÄS MER

  2. 2. Fuktens påverkan på utegipsskivor under byggtiden

    Kandidat-uppsats, JTH, Byggnadsteknik

    Författare :Erik Silfwerbrand; Johan Sveder; [2006]
    Nyckelord :Fuktkvot; Gipsskiva; Mögel; Mätningar; Relativ fuktighet;

    Sammanfattning : This thesis is a study of humidity at Knauf Danogips external plasterboard. The study is performed at the building project Kv. Maskinen in Jönköping in cooperation with NCC Construction AB and Knauf Danogips. The measuring was performed during five winter/spring months to see how the weather influenced the plasterboard. LÄS MER