Extreme Value Theory Applied to Securitizations Rating Methodology
One of today’s financial trends is securitization. Evaluating Securitization risk requires some strong quantitative skills and a deep understanding of both credit and market risk. For international securitization programs it is mandatory to take into account the exchange-rates-related risks. We will...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2017
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-204640 |