Browsing Natural and Agricultural Sciences by Subject "Credit risk"
Now showing items 1-4 of 4
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Discrete time modeling of subprime mortgage credit
(North-West University, 2010)Many analysts believe that problems in the United States housing market initiated the 2007-2009 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry ... -
Residential mortgage loan securitization and the subprime crisis
(North-West University, 2010)Many analysts believe that problems in the U.S. housing market initiated the 2008–2010 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry by causing ... -
The subprime mortgage crisis : asset securitization and interbank lending
(North-West University, 2009)Subprime residential mortgage loan securitization and its associated risks have been a major topic of discussion since the onset of the subprime mortgage crisis (SMC) in 2007. In this regard, the thesis addresses the issues ... -
Subtleties in arbitrage pricing under real market conditions for derivative instruments and counterparty credit risk
(North-West University (South Africa), 2016)The thesis consist of four articles presented in seperate chapters, addressing selected subtle issues arising from the arbitrage pricing theory in the real market, with particular focus on derivative instruments and ...