Kreditvärdighetsjusteringsmodell för ränteswappar
Before the global financial crisis around 2008, the priority of the credit margin was comparatively low and was not taken into consideration as much as today. Many actors believed that credit risk could be neglected at various valuations. Due to that a lot of parties went bankrupt because of the low...
| Main Authors: | , |
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| Format: | Others |
| Language: | Swedish |
| Published: |
Umeå universitet, Institutionen för matematik och matematisk statistik
2016
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-121340 |