Sökning: "collateralized loan obligation"
Hittade 3 uppsatser innehållade orden collateralized loan obligation.
1. Pricing collateralized loan obligation tranches using machine learning : Machine learning applied to financial data
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Machine learning and neural networks have recently become very popular in a large category of domains, partly thanks to their ability to solve complex problems by finding patterns in data, but also due to an increase in computing power and data availability. Successful applications of machine learning include for example image classification, natural language processing, and product recommendation. LÄS MER
2. The rebirth of the Collateralized Loan Obligations - A case study of the dynamics in the European Collateralized Loan Obligation
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Collateralized Loan Obligations (CLOs) have gone through being a main source of leveraged finance funding in the beginning of the 21st century to completely diminish in 2009. Now together with a changing market, the CLO market is on the rise in Europe. LÄS MER
3. 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