Search for dissertations about: "loan portfolio"

Found 4 swedish dissertations containing the words loan portfolio.

  1. 1. Essays in financial guarantees and risky debt

    University dissertation from Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.]

    Author : Gunnar Dahlfors; Peter Jansson; Handelshögskolan i Stockholm.; [1994]
    Keywords : Social Sciences Economics and Business Economics; Samhällsvetenskap Ekonomi och näringsliv Nationalekonomi; Financial guarantees; Contingent claims analysis; Risky debt; Deposit insurance; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi;

    Abstract : This dissertation consists of six separate papers dealing with the valuation of financial guarantees and risky debt contract. Each of these papers is independent and distinct. The main theme is the valuation of securities by contingent claims analysis (CCA).Paper 1: Valuation of Financial Guarantees – A Presentation and a Critique. READ MORE

  2. 2. Essays on banking, credit and interest rates

    University dissertation from Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI)

    Author : Kasper Roszbach; Handelshögskolan i Stockholm.; [1998]
    Keywords : Social Sciences Economics and Business Economics; Samhällsvetenskap Ekonomi och näringsliv Nationalekonomi; Banking; Bivariate probit model; Censored regression; Central bank policy; Consumer credit; Credit scoring; Duration models; Interest rates; Sample selection; Value at risk; Bankväsen; Kreditväsen; Ränta; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi;

    Abstract : This dissertation consists of four papers, each with an application of a discrete dependent variable model, censored regression or duration model to a credit market phenomenon or monetary policy question. The first three essays deal with bank lending policy, while the last one studies interest rate policy by Central Banks. READ MORE

  3. 3. Optimal Stopping and Model Robustness in Mathematical Finance

    University dissertation from Uppsala : Universitetsbiblioteket

    Author : Henrik Wanntorp; Uppsala universitet.; [2008]
    Keywords : Natural Sciences Mathematics Probability Theory and Statistics; Naturvetenskap Matematik Sannolikhetsteori och statistik; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik;

    Abstract : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. READ MORE

  4. 4. Essays on the effects of monetary policy

    University dissertation from Stockholm : Stockholm University

    Author : Kerstin Hallsten; Stockholms universitet.; [1999]
    Keywords : Social Sciences Economics and Business Economics; Samhällsvetenskap Ekonomi och näringsliv Nationalekonomi; nationalekonomi; Economics;

    Abstract : This dissertation consists of three essays, each of which addresses issues that are relevant to the implementation of monetary policy.The first essay, "Bank Loans and the Transmission Mechanism of Monetary Policy," considers one of the transmission mechanisms of monetary policy, the bank lending channel. This mechanism is analysed and estimated. READ MORE