The risk model for insurance portfolio has been adopted to portfolio of derivatives. Describe the models and compare with a focus on the differences.
Independent thesis Advanced level (degree of Master (Two Years)), 30 credits / 45 HE creditsStudent thesis
Place, publisher, year, edition, pages
2011. , 30 p.
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:lnu:diva-11293OAI: oai:DiVA.org:lnu-11293DiVA: diva2:407698
UppsokPhysics, Chemistry, Mathematics