Essays about: "William Jaeckel"

Found 2 essays containing the words William Jaeckel.

1. 1. A Dual-Lens Approach to Loss Given Default Estimation: Traditional Methods and Variable Analysis

   University essay from KTH/Matematik (Avd.)

   Author : William Jaeckel; Nicolai Versteegh; [2023]
   Keywords : Loss given default; estimering; jämförande studie; variabelanalys; kreditförvaltning; utlåning till små och medelstora företag; riskanalys; Loss given default; estimering; jämförande studie; variabelanalys; kreditförvaltning; utlåning till små och medelstora företag; riskanalys;

   Abstract : This report seeks to thoroughly examine different approaches to estimating Loss Given Default through a comparison of traditional estimation methods, as well as a deeper variable analysis on micro, small, and medium-sized companies using primarily regression decision trees. The comparative study concluded that estimating loss given default depends heavily on business-specific factors and data variety. READ MORE

3. 2. Analysis on company financials prior to listing in relation to stock return: : Evidence from Stockholm Stock Exchange

   University essay from KTH/Matematisk statistik

   Author : William Jaeckel; Nicolai Versteegh; [2021]
   Keywords : IPO; regression analysis; stock market; stock return; Börsintroduktion; regressionsanalys; aktiemarknad; aktieavkastning;

   Abstract : The purpose of this study is to identify what company specific parameters prior to an IPO have significant impact on share price performance one year after listing. This is done by analysing listings on the Stockholm Stock Exchange in the period 2014-2019. READ MORE