Sökning: "Martin Hellander"

Hittade 2 uppsatser innehållade orden Martin Hellander.

1. 1. Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps

   Master-uppsats, KTH/Matematisk statistik

   Författare :Martin Hellander; [2015]
   Nyckelord :OTC derivatives; Credit Value Adjustment; Debit Value Adjustment; wrongway risk; interest rate swaps; LIBOR Market Model; Cox-Ingersoll-Ross process.;

   Sammanfattning : In this thesis, the pricing of counterparty credit risk on an OTC plain vanilla interest rate swap is investigated. Counterparty credit risk can be defined as the risk that a counterparty in a financial contract might not be able or willing to fulfil their obligations. This risk has to be taken into account in the valuation of an OTC derivative. LÄS MER

3. 2. Prediction of Swedish Harness Racing.

   Kandidat-uppsats, KTH/Farkost och flyg

   Författare :Jonas Josefsson; Martin Hellander; [2013]
   Nyckelord :;

   Sammanfattning : Harness racing is a sport where betting most often is done based on historical performances and known conditions from each horse. With up to 12-15 horses in each race and with a quite large set of data for each horse, harness racing seemed to be very suitable for some statistical modeling and regression analysis. LÄS MER