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2018
Mark An Extreme Value Approach To Pricing Credit Risk
Landin, Sofia ^LU (2018) In Master’s Theses in Mathematical Sciences FMSM01 20181
Mathematical Statistics
- Master (Two yrs)
Mark Modelling Probability of Default in the Nordics
Nordgren, Egil and Göransson, Carl (2018) In Master's Theses in Mathematical Sciences FMS820 20181
Mathematical Statistics
- Master (Two yrs)
Mark Credit risk and stock return - An investigation of the credit risk premium
Melander Norinder, Axel ^LU and Svensson, Magnus ^LU (2018) NEKN02 20181
Department of Economics
- Master (One yr)
Mark The Relation Between the Credit Default Swap and Corporate Bond Market
Nilsson, Sofia ^LU and Sandahl, Isabelle ^LU (2018) NEKN01 20181
Department of Economics
- Master (One yr)
2017
Mark Machine learning and its applications within insurance hit rates and credit risk modelling
Blomgren, Linus and Vitestam, Hampus (2017) In Master's Theses in Mathematical Sciences FMS820 20171
Mathematical Statistics
- Master (Two yrs)
Mark The Predictive Credit Risk Model with Implementation of Basel Regulations
Li, Fan ^LU (2017) NEKP03 20171
Department of Economics
- Master (Two yrs)
Mark The Influence of Political Risk on CDS Spreads - Differences between banks and other large firms
Tingåker, Ludvig ^LU and Bengtsson, Johan ^LU (2017) NEKN02 20171
Department of Economics
- Master (One yr)
Mark Kreditrisk för lån på P2P-lånemarknaden - En studie av vilka variabler som påverkar sannolikhet för fallissemang
Neville, Jonathan ^LU (2017) NEKH02 20171
Department of Economics
- Bach. Degree
2015
Mark Evaluating Credit Default Swap spreads using the CreditGrades model - A study on European non-financial firms
Melin, Jakob ^LU and Pappa, Stamatoula ^LU (2015) NEKP03 20151
Department of Economics
- Master (Two yrs)
2014
Mark Analysing Credit Default Swap Spreads of European Banks
Latakaite, Jovita ^LU and Neagu, Mihaela Dor ^LU (2014) BUSN88 20141
Department of Business Administration
- Master (One yr)

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