Essays about: "Mixed Binomial Model"

Found 4 essays containing the words Mixed Binomial Model.

  1. 1. Optimal financial resources for Central Counterparties: Introducing default dependence of clearing members: a mixed binomial approach

    University essay from Göteborgs universitet/Graduate School

    Author : Leonardo Di Geronimo; [2019-07-02]
    Keywords : Central Counterparties; Risk Management; Merton Model; Mixed Binomial Model; Merton Mixed Binomial Model; Initial Margin; Default Fund;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Main Determinants of Patent Transfers in Sweden : An Empirical Study of the Market for Ideas

    University essay from KTH/Skolan för industriell teknik och management (ITM); KTH/Skolan för industriell teknik och management (ITM)

    Author : JOHANNA GUSTAFSSON; SARA LODÉN; [2018]
    Keywords : Patents; Market for Ideas; Patent transfers;

    Abstract : What patents are traded and who trades them? This research aims to determine the main factors affecting a patent's propensity to be traded on the Swedish Market for Ideas, and to what extent. Theories of the Economics of Intellectual Property Transfers constitute the foundation of the research focus, in combination with earlier research. READ MORE

  3. 3. Central Counterparties. A Numerical Implementation of the Default Waterfall

    University essay from Göteborgs universitet/Graduate School

    Author : Karl Ejvegård; Christian Romaniello; [2016-09-21]
    Keywords : Risk Management; Central Counterparty; Risk; Stochastic Models; Monte Carlo Simulation; Mixed Binomial Models; Interest Rate Swap;

    Abstract : MSc in Finance.... READ MORE

  4. 4. Models for Credit risk in Static Portfolios

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Joel Johansson; Anton Engblom; [2015-07-02]
    Keywords : ;

    Abstract : 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