Search for dissertations about: "models of default"

Showing result 1 - 5 of 43 swedish dissertations containing the words models of default.

  2. 1. Improved CoMFA Modeling by Optimization of Settings : Toward the Design of Inhibitors of the HCV NS3 Protease

    Author : Shane Peterson; Anders Karlén; Anja Sandström; Ulf Norinder; Uppsala universitet; []
    Keywords : Pharmaceutical chemistry; CoMFA; 3D-QSAR; model validation; Docking; SAR; hepatitis C virus; HCV; NS3 protease inhibitor; Farmaceutisk kemi;

    Abstract : The hepatitis C virus (HCV), with a global prevalence of roughly 2%, is among the most serious diseases today. Among the more promising HCV targets is the NS3 protease, for which several drug candidates have entered clinical trials. READ MORE

  4. 2. Option Pricing in Jump-to-Default Models

    Author : Hannah Dyrssen; Erik Ekström; Boualem Djehiche; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik;

    Abstract : .... READ MORE

  5. 3. Pricing Portfolio Credit Derivatives

    Author : Alexander Herbertsson; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Portfolio credit risk; intensity-based models; dynamic dependence modelling; default contagion; CDS; synthetic CDO tranches; index CDS; k-th-to-default swaps; CDS-correlation; default-correlation; Markov jump processes; multivariate phase-type distributions; matrix-analytic methods;

    Abstract : This thesis consists of four papers on dynamic dependence modelling in portfolio credit risk. The emphasis is on valuation of portfolio credit derivatives. The underlying model in all papers is the same, but is split in two different sub-models, one for inhomogeneous portfolios, and one for homogeneous ones. READ MORE

  6. 4. Trainee teacher identities in the discourses of physics teacher education : Going against the flow of university physics

    Author : Johanna Larsson; John Airey; Anna Danielsson; Eva Lundqvist; Maria Vetleseter Bøe; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; physics; physics teacher education; preservice teacher training; professional identity; identity performances; femininities; discourse analysis; qualitative interviews; educational relevance; gender; Physics with specialization in Physics Education; Fysik med inriktning mot fysikens didaktik;

    Abstract : This thesis investigates what is involved in being recognized as a legitimate physics teacher-to-be in a Swedish physics teacher programme. Drawing on in-depth, qualitative interviews with 17 physics teacher educators and 17 trainee physics teachers, this thesis sees learning to become a physics teacher as a process of performing professional identities. READ MORE

  7. 5. Credit risk and forward price models

    Author : Raquel M Gaspar; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This thesis consists of three distinct parts. Part I introduces the basic concepts and the notion of general quadratic term structures (GQTS) essential in some of the following chapters. Part II focuses on credit risk models and Part III studies forward price term structure models using both the classical and the geometrical approach. READ MORE