Essays about: "Black Cox model"
Found 4 essays containing the words Black Cox model.
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1. Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study
University essay from Lunds universitet/Matematisk statistikAbstract : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. READ MORE
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2. Labor-market status and first-time parenthood: The experience of female minorities in the United States, 1979-2012
University essay from Lunds universitet/Ekonomisk-historiska institutionenAbstract : Background. The United States has been a diverse country since it is establishment. The effects of socioeconomic characteristics including immigration, age, employment status, educational attainment on total fertility rate have been discussed in the previous studies. Objective. READ MORE
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3. Valuing Credit Default Swaps with a Structural Approach
University essay from Lunds universitet/Matematisk statistikAbstract : Valuing single-name Credit Default Swaps (CDS) is a dicult task since in order to make a fair valuation, one needs to assess the credit risk of the corresponding company. Many dierent models exist when it comes to modelling the credit risk, this report specically focuses on the branch of models named structural models. READ MORE
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4. Valuation of Financial Derivatives in Discrete-Time Models
University essay from Lunds universitet/Matematisk statistikAbstract : The core subject of financial mathematics concerns the issue of pricing financial assets such as complex financial derivatives. The pricing technique is pervaded by the concept of arbitrage: mis-pricing will be spotted and exploited, resulting in a risk free return for any arbitrageur. READ MORE
