Essays about: "multiple linear regression swap"

Found 1 essay containing the words multiple linear regression swap.

  1. 1. Credit Default Swap, which factors affect the price?

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Johan Fransson; Anders Westlund; [2005]
    Keywords : credit default swap; credit derivatives; regression; credit risk; risk management; Management of enterprises; Företagsledning; management; Business and Economics;

    Abstract : Our thesis present a model that is trying to explain the price of credit default swaps. The model consists of five variables. By using a linear multiple regression model, we find that all of the variables are affecting the price of the swap. However, some variables are only present in a few cases. READ MORE