Essays about: "daniel linnergren-fleck"

Found 1 essay containing the words daniel linnergren-fleck.

  1. 1. Default Probabilities: Three different models of estimating defult probabilities

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Daniel Linnergren-Fleck; Anders Skarle; [2008]
    Keywords : CDS; Probit Model; Credit Rating; Default Probability; Sweden;

    Abstract : The aim of this study is to examine three different ways of estimating the probability of default; one based on historical accounting data, as by Skogsvik 1987, one based on the implied probabilities from credit ratings and one model that estimates the implied probability of default from the pricing of 1 year Credit Default Swaps (CDS). The sample consists of 15 large Swedish companies with traded CDSs over the time period of January 1, 2005 to March 31, 2008. READ MORE