Sökning: "firm-value modellering"

Hittade 1 uppsats innehållade orden firm-value modellering.

  1. 1. Tranchering av Collateralized Debt Obligations med en portfölj av simulerade tillgångar

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Paul Göransson; [2007]
    Nyckelord :Värdepapperisering; Collateralized Debt Obligation; Tranchering; Asset-backed security; firm-value modellering; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : This thesis gives an introduction to securitization in general and the tranching of collateralized debt obligations in particular. It does this by using a firm-value model to simulate the underlying portfolio via monte-carlo simulations. The simulations in turn give a loss-distribution from which the various tranchings of the CDO’s are derived. LÄS MER