Sökning: "Karl Sundin"

Hittade 1 uppsats innehållade orden Karl Sundin.

  1. 1. Monte Carlo based collateralized loan obligation (CLO) valuation under

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Karl Sundin; [2010]
    Nyckelord :Monte Carlo; collateralized loan obligation; CLO; copula; Business and Economics;

    Sammanfattning : In this thesis a model for valuing an arbitrary collateralized loan obligation (CLO) is implemented. A CLO is a structured credit product whose performance relies on a pool of corporate loans. Valuation in the context of this thesis is the price on a CLO security and the distribution for the price. LÄS MER