Sökning: "Karl Sundin"
Hittade 1 uppsats innehållade orden Karl Sundin.
1. Monte Carlo based collateralized loan obligation (CLO) valuation under
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : 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
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