Essays about: "Knut Dahlström"

Found 2 essays containing the words Knut Dahlström.

  1. 1. Simulation Based Methods for Credit Risk Management in Payment Service Provider Portfolios

    University essay from KTH/Matematik (Avd.)

    Author : Knut Dahlström; Carl Forssbeck; [2023]
    Keywords : Credit Risk; Monte Carlo simulation; Importance Sampling; Merton; Kreditrisk; Monte Carlo simulation; Importance Sampling; Merton;

    Abstract : Payment service providers have unique credit portfolios with different characteristics than many other credit providers. It is therefore important to study if common credit risk estimation methods are applicable to their setting. READ MORE

  3. 2. A Model for Estimating Short Interest

    University essay from KTH/Matematisk statistik

    Author : Knut Dahlström; Carl Forssbeck; [2021]
    Keywords : Statistics; applied mathematics; regression; finance; short interest; stock market; Statistik; tillämpad matematik; regression; finans; korta positioner; aktiemarknaden;

    Abstract : The hefty price increases in heavily shorted stocks in the beginning of 2021 indicates that short interest might be an underrated yet important key figure for investors when deciding on whether to take on an investment strategy or not. Most stock exchanges release information regarding the short interest only once a month leaving investors having to make decisions on outdated information. READ MORE