Search Results - Open Polar - "Credit risk"

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1

Stochastic credit default swap pricing

by Gökgöz, İsmail Hakkı
Published 2012
“...Credit risk measurement and management has great importance in credit market. Credit derivative...”

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Master Thesis
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2

A Merton Approach to Predicting Defaults Amongst Public Firms in Norway

by Vestbekken, Jens Kristian, Engebretsen, Bendik
Published 2016
“... that the model has low risk of underestimating the true credit risk when predicting bankruptcies. However...”

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Master Thesis