Sökning: "Tarek Barbouche"

Hittade 1 uppsats innehållade orden Tarek Barbouche.

  1. 1. Extreme Value Theory Applied to Securitizations Rating Methodology

    Master-uppsats, KTH/Matematisk statistik

    Författare :Tarek Barbouche; [2017]
    Nyckelord :Extreme Value Theory; Exchange rates; Block Maxima; Peaks-over-Threshold; Securitization; Extremvärdesteori; Valutakurser; Block Maxima; Peaks-over-Threshold; Värdepapperisering;

    Sammanfattning : 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