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(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 2003)
(Research report / Forskningsrapport, 1988)
(Research report / Forskningsrapport, 1988)
(Master thesis / Masteroppgave, 2015)
Lending money has been one of the basic activities of banks for centuries. However, credit evaluation and pricing of loans are still not well understood, since the assessment of the impact of credit risk on prices in bond ...
(Research report / Forskningsrapport, 2010)
We study optimal investment in assets subject to risk of default for investors that rely on different levels of information. The price dynamics can include noises both from a Wiener process and a Poisson random measure ...
(Research report / Forskningsrapport, 1986)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1990)