Sökning: "firm-value modellering"
Hittade 1 uppsats innehållade orden firm-value modellering.
1. Tranchering av Collateralized Debt Obligations med en portfölj av simulerade tillgångar
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : 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
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