Search for dissertations about: "loan portfolio"

Found 2 swedish dissertations containing the words loan portfolio.

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

    University dissertation from Uppsala : Universitetsbiblioteket

    Author : Henrik Wanntorp; Uppsala universitet.; [2008]
    Keywords : 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

  2. 2. Essays on the effects of monetary policy

    University dissertation from Stockholm : Stockholm University

    Author : Kerstin Hallsten; Stockholms universitet.; [1999]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; 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