Essays about: "Mixed Binomial Models"

Found 3 essays containing the words Mixed Binomial Models.

1. 1. Civil war and third-party non-combatants : Understanding the logic of violence against humanitarian aid workers in the setting of intrastate conflict

   University essay from Uppsala universitet/Institutionen för freds- och konfliktforskning

   Author : Malika Rakhmankulova; [2022]
   Keywords : conflict; aid workers;

   Abstract : Attacks against humanitarian aid workers are a concerning global trend that has been noted since the end of the Cold War. Despite this, limited research is available that combines overt theoretical testing with empirical procedures. READ MORE

3. 2. 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 : This thesis studies so called Central Counterparties (CCP), nancial institutions which consist of clearing members, such as large banks. CCPs have the role of centralizing, mutualizing and reducing counterparty risk, by acting as an intermediate in nancial transactions. READ MORE

4. 3. 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