Essays about: "Martin Almqvist"

Found 1 essay containing the words Martin Almqvist.

  1. 1. Active Management of Non-Granular Loan Portfolios

    University essay from Lunds universitet/Matematisk statistik

    Author : Martin Almqvist; [2015]
    Keywords : Mathematics and Statistics;

    Abstract : This thesis considers quantitative tools for assessing concentration risks in credit portfolios that may underlie decision making in an active portfolio management setting. The study incorporates a literature review, which considers analytical and simulation based credit risk models in a Merton-type framework as well as aspects of credit portfolio management. READ MORE