Information and Default Risk in Financial Valuation
This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. Namely,...
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| Format: | Doctoral Thesis |
| Language: | English |
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Uppsala universitet, Tillämpad matematik och statistik
2016
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-287364 http://nbn-resolving.de/urn:isbn:978-91-506-2551-6 |