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- 2014
-
Mark
Preventing Pro-cyclicality in the Bank Capital Regulation
(
- Master (One yr)
-
Mark
Predicting Corporate Defaults: Evaluating Moody's Credit Rating Institute
(
- Master (Two yrs)
-
Mark
What Drives the Difference in Probability of Default from Reduced Form- and Structural Approaches
(
- Master (Two yrs)
- 2012
-
Mark
Merton-KMV - Användbar vid riskvärdering av företag?
(
- Master (One yr)
- 2010
-
Mark
Examining the changes in Probability to Default before and during the financial crisis with an industry specific perspective
(
- Master (One yr)
- 2009
-
Mark
Performance comparison of empirical and theoretical approaches to market-based default prediction models
(
- Master (One yr)
-
Mark
Performance comparison of empirical and theoretical approaches to market-based default prediction models
(
- Master (Two yrs)
-
Mark
The Influence of Macroeconomic Factors on the Probability of Default
(
- Master (One yr)
-
Mark
On the Pricing of Credit Default Swaps: A comparative Study between the Reduced-Form Model and the Structural Model
(
- Master (Two yrs)
- 2007
-
Mark
Trading in the Credit Derivatives market with equity-based Credit Default Swap spreads
(
- Bach. Degree
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