Essays about: "Martin Hellander"
Found 2 essays containing the words Martin Hellander.
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1. Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps
University essay from KTH/Matematisk statistikAbstract : In this thesis, the pricing of counterparty credit risk on an OTC plain vanilla interest rate swap is investigated. Counterparty credit risk can be defined as the risk that a counterparty in a financial contract might not be able or willing to fulfil their obligations. This risk has to be taken into account in the valuation of an OTC derivative. READ MORE
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2. Prediction of Swedish Harness Racing.
University essay from KTH/Farkost och flygAbstract : Harness racing is a sport where betting most often is done based on historical performances and known conditions from each horse. With up to 12-15 horses in each race and with a quite large set of data for each horse, harness racing seemed to be very suitable for some statistical modeling and regression analysis. READ MORE