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Dissertation writing help- On the Dynamical Risk Properties of a Bond Portfolio
Custom Dissertation Writing Service on determination of risk premia
In this thesis a study of a portfolio of defaultable bonds and swaps is performed. The focus is on the modeling and determination of risk premia associated with different types of risk linked to the portfolio. This comprises the market and credit risk and a default contingent market risk associated with the swaps.
Different models are used to investigate the various risks. The market risk is analyzed via Value-at-Risk. The credit risk is described by the portfolio's loss distribution. Its calculation is based on a correlation expansion technique, which enables fast analytical computation of relevant expectation values. The default contingent market risk is modeled via EPE-profiles familiar from counterparty risk. The theoretical predictions are compared with results from a dynamical portfolio simulation.
The results of this dissertation are twofold. Firstly, it is shown how the default contingent market risk can be modeled and consistently integrated into the full risk framework. The importance of the modeling issue of the default contingent market risk is highlighted. Secondly, it is shown that the analytical results regarding the correlation expansion of a Gaussian copula can be extended to other copulas as well. An implementation of the correlation expansion method is provided.
The Hull White interest rate model is one of the classical interest rate models in finance. The evaluation of sensitivities in the Hull White model with respect to changes in the yield curve.
This is a thesis, focused upon the Trends and Challenges of Nuclear Power Treaty. It is a very serious issue that need to be studied in depth.
The Acquisition of Intellectual Expertise: A Computational Model
High vs. Low Electrical Stimulation Frequencies for Motor Recovery in Hemiplegia
In this dissertation explain the computation of implied correlation for liquidly traded (standardized) STCDOs, using single-factor Gaussian copula models for the modeling of the statistical dependence of default events.
This work is concerned with the SABR-LMM model. This is a term structure model of interest forward rates with stochastic volatility that is a natural extension
The purpose of this thesis is to review the framework for pricing inflation-indexed derivatives using the two currency Heath-Jarrow-Morton approach introduced by Yildirim and Jarrow.
The main objective of thesis is to analyze E-fields and H-fields of LPDA using transmission line matrix method.
Write a Theoretical Perspective for your en visioned dissertation research.
Why Cargills internal information attacked increased and how to minimize it by countermeasure ?
Counterparty credit risk management and validation of out-of-the-money hedges require risk factor evolution models that are capable of reproducing essential statistical properties of historical time-series.
Literature review article for a top-tier journal on the topic "Internet Group Buying".
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