Essays about: "Anton Engblom"
Found 1 essay containing the words Anton Engblom.
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1. Models for Credit risk in Static Portfolios
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : 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
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