Search for dissertations about: "default"

Showing result 1 - 5 of 125 swedish dissertations containing the word default.

  1. 1. The significance of the default : A study in environmental law methodology with emphasis on ecological sustainability and international biodiversity law

    Author : Aðalheiður Jóhannsdóttir; Staffan Westerlund; Jonas Ebbesson; Uppsala universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Environmental law; international law; international biodiversity law; environmental law methodology; the default of law; Environmental law; Miljörätt;

    Abstract : The legal operationalisation of ecological sustainability concerns all levels of legal control. The ensuring of full biodiversity is an indispensible component of ecological sustainability. At the same time, biodiversity losses continue to be a serious problem in many regions of the world. READ MORE

  2. 2. Pricing Portfolio Credit Derivatives

    Author : Alexander Herbertsson; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    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

  3. 3. Information and Default Risk in Financial Valuation

    Author : Marta Leniec; Erik Ekström; Christoph Kühn; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; pricing; valuation; American options; Dynkin games; optimal stopping problem; optimal stopping games; credit risk; default risk; information; filtration; enlargement of filtrations;

    Abstract : This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. READ MORE

  4. 4. Essays on the Economics of Banks and Markets

    Author : Ettore Panetti; Per Krusell; Elena Carletti; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; banks; default; economic growth; financial liberalization; financial markets; hidden trades; insurance; liquidity; policy coordination; market participation; regulation; Economics; nationalekonomi;

    Abstract : This thesis consists of three essays.The first essay, “A Theory of Bank Illiquidity and Default with Hidden Trades”, develops a theory of banking to explore how the availability of trading opportunities for both banks and individual investors affects the link between illiquidity and default in the financial system. READ MORE

  5. 5. Option Pricing in Jump-to-Default Models

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

    Abstract : .... READ MORE