Essays about: "Anton Engblom"

Found 1 essay containing the words Anton Engblom.

  1. 1. Models for Credit risk in Static Portfolios

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Joel Johansson; Anton Engblom; [2015-07-02]
    Keywords : ;

    Abstract : In this thesis we investigate models for credit risk in static portfolios. We study Vasicek's closed form approximation for large portfolios with the mixed binomial model using the beta distribution and a two-factor model inspired by Merton as mixing distributions. READ MORE