Sökning: "The Reduce-form model"
Hittade 1 uppsats innehållade orden The Reduce-form model.
1. On the Pricing of Credit Default Swaps: A comparative Study between the Reduced-Form Model and the Structural Model
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper focuses on measurement methods of credit risk. By modeling credit default swap spreads and predicting possible defaults of corporations with the use of default probabilities this paper makes the search for consistent methods to measure and manage risk by constructing plausible forecasts of contingent corporate defaults. LÄS MER
Resultatsidor:
1