Sökning: "Tarek Barbouche"
Hittade 1 uppsats innehållade orden Tarek Barbouche.
1. Extreme Value Theory Applied to Securitizations Rating Methodology
Master-uppsats, KTH/Matematisk statistikSammanfattning : One of today’s financial trends is securitization. Evaluating Securitization risk requires some strong quantitative skills and a deep understanding of both credit and market risk. For international securitization programs it is mandatory to take into account the exchange-rates-related risks. LÄS MER
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