Search for dissertations about: "cdo"

Found 3 swedish dissertations containing the word cdo.

  2. 1. 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

  4. 2. Development of electron microscopy towards nano-structured porous materials : Focus on novel zeolites from layered silicates and chiral mesoporous nanotubes

    Author : Juanfang Ruan; Osamu Terasaki; James C. Vartuli; Stockholms universitet; []
    Keywords : Transmission electron microscopy; Layered silicates; Chiral mesoporous nanotubes; strukturkemi; Structural Chemistry;

    Abstract : Three novel zeolites (M-IEZ-MWW, IEZ-FER and IEZ-CDO) have been successfully synthesised from the corresponding precursors. Structure characterisation of those materials was conducted by TEM. READ MORE

  5. 3. Cadmium Distribution and Speciation by Synchrotron Radiation Induced X-Ray Microprobe Techniques Application to Municipal Solid Waste and Biomass Fly Ashes

    Author : Caterina Camerani Pinzani; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; leaching; speciation; MSW; biomass; affinity; synchrotron radiation based micro-probe techniques; Ca-containing matrices; cadmium; fly ashes;

    Abstract : During the last few years, alternative fuels, such as wood and Municipal Solid Waste (MSW), are increasingly being used in Sweden for heat and power production. The positive environmental impact in terms of low sulphur emissions, no net emission of CO2 to the atmosphere, and local availability are main driving forces in this development. READ MORE