Search for dissertations about: "Credit default swaps"
Found 2 swedish dissertations containing the words Credit default swaps.
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1. Pricing Portfolio Credit Derivatives
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
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2. Essays on Currency Risk and Financial Frictions
Abstract : This doctoral thesis consists of four independent empirical papers in financial economics.Although my work analyses three different financial markets (currencies, credit defaultswaps and exchange traded funds) the common thread is financial frictions. READ MORE