Essays about: "Edvin Lundström"
Found 2 essays containing the words Edvin Lundström.
University essay from KTH/Matematisk statistik
Abstract : Since the default of Lehman Brothers in 2008, it has become increasingly important to measure, manage and price the default risk in financial derivatives. Default risk in financial derivatives is referred to as counterparty credit risk (CCR). The price of CCR is captured in Credit Valuation Adjustment (CVA). READ MORE
University essay from KTH/Optimeringslära och systemteori; KTH/Optimeringslära och systemteori
Abstract : In recent years investors in the financial markets around the globe have begun to focus on non-financial factors in their portfolio selection processes. Three main areas of concerns are: Environmental, Social and corporate Governance (ESG). Previous research has mainly focused on implementing these concerns using qualitative methods, e.g. READ MORE