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2023
Mark Credit Exposure Modelling Using Differential Machine Learning
Karp, Måns ^LU and Wagner, Samuel (2023) In Master's Theses in Mathematical Sciences FMSM01 20231
Mathematical Statistics
- Master (Two yrs)
2022
Mark Neural Networks for Credit Risk and xVA in a Front Office Pricing Environment
Frodé, Isabelle ^LU and Sambergs, Viktor ^LU (2022) In Master’s Theses in Mathematical Sciences FMSM01 20221
Mathematical Statistics
- Master (Two yrs)
Mark A comparison of the Basel III capital requirement models for financial institutions
Johannesson, Sara ^LU and Wahlberg, Amanda (2022) In Master's Theses in Mathematical Sciences FMSM01 20221
Mathematical Statistics
- Master (Two yrs)
2017
Mark Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure
Gustavsson, Johan (2017) In Master's Theses in Mathematical Sciences FMS820 20171
Mathematical Statistics
- Master (Two yrs)
2013
Mark Credit Value Adjustment
Ahlberg, Johan (2013) In Master's Theses in Mathematical Sciences FMS820 20132
Mathematical Statistics
- Master (Two yrs)