Search for dissertations about: "credit risk"

Showing result 21 - 25 of 71 swedish dissertations containing the words credit risk.

  2. 21. Four applications of stochastic processes : Contagious disease, credit risk, gambling and bond portfolios

    Author : Patrik Andersson; Andreas Nordvall Lagerås; Håkan Andersson; Stewart N. Ethier; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Stochastic processes; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Abstract : This thesis consists of four papers on applications of stochastic processes. In Paper I we study an open population SIS (Susceptible - Infective - Susceptible) stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The analysis uses coupling arguments and diffusion approximations. READ MORE

  4. 22. Changing the risk at the margin : Smallholder farming and public policy in developing countries

    Author : Camilla Andersson; Jesper Stage; Ing-Marie Gren; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Smallholder farming; Public policy; Informal risk strategies; Microcredit; Opium eradication; Development economics; Food policy; Economics; Nationalekonomi; nationalekonomi; Economics;

    Abstract : This thesis consists of a summary and four self-contained papers. Paper [I] examines whether the implementation of a social safety net programme in Ethiopia has affected the value, risk and composition of farmers‟ crop portfolios. READ MORE

  5. 23. Credit Risk in Corporate Securities and Derivatives : valuation and optimal capital structure choice

    Author : Jan Ericsson; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This volume consists of four papers, which in principle could be read in any order. The common denominator is that they deal with contingent claims models of a firm's securities or related derivatives. READ MORE

  6. 24. Studies in Mortgage Pricing and Finance Theory

    Author : Stefan Toll; Bengt Turner; Thomas Lindh; Timothy Riddiough; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Mortgage pricing; Finance theory; Reverse mortgages; Optimal loan contracts; Credit risk; Nationalekonomi; Economics; Nationalekonomi;

    Abstract : This thesis consists of three self-contained essays.Essay 1 examines the question of why reverse or participating mortgages have not been as much in demand as predicted. A theoretical framework is derived for evaluating the expected utility associated with a reverse or participating mortgage. READ MORE

  7. 25. Essays on Debts and Constitutions

    Author : Emanuel Kohlscheen; Torsten Persson; Jonathan Eaton; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; debt; constitution; sovereign risk; federalism; credibility; political institutions; renegotiation; trade credit; international reserves; bailout; revenue sharing; soft budget; Business and economics; Ekonomi;

    Abstract : This thesis includes two essays on sovereign debt and one on subnational governments' debts within a federation. In the two first essays, simple constitutional rules - that define how economic interactions unfold - are found to influence the outcome in important ways. READ MORE