In this thesis we are interested in financial risk and the instrument we want to use is Value-at-Risk (VaR). VaR is the maximum loss over a given period of time at a given confidence level. Many definitions of VaR exist and some will be introduced throughout this thesis. There two main ways to...

Šio darbo tikslas – išsiaiškinti, kokią įtaką atskiros paskolų charakteristikos (terminas, suma, palūkanų norma, tipas) turėjo įsipareigojimų nevykdymo rizikai Lietuvos kredito unijose 2006-2008 metais. Darbą sudaro trys pagrindinės dalys. Pirmoje darbo dalyje pateikiami kredito...

University of Minnesota Ph.D. dissertation. August 2009. Major: Business Administration. Advisor: Rajesh K. Aggarwal. 1 computer file (PDF); vii, 233 pages.

Pacific Northwest laboratory (PNL) conducted an intercomparison study of the Fission Product phantom and the bottle manikin absorption (BOMAB) phantom for the US Department of Energy (DOE) to determine the consistency of calibration response of the two phantoms and their suitability for...

Structural system identification methods are analytical techniques for reconciling test data with analytical models. The response data frequently used to compare a finite element model and test data are the eigenvalues of the system. However, eigenvalues alone cannot assure an adequate model....

The research program encompasses: reviewing calibration standards, regulations, and handbooks; assuring that calibration procedures used are in agreement with technically accepted methods; maintaining basic radioactive sources and instruments that serve as radiological standards; and providing...

This dissertation consists of three essays which are all devoted to the credit risk of non-financial companies and follow the so-called “structural approach”. In the first chapter I propose a new structural model, which tries to focus on three specific aspects, which, I argue, are especially...

Central to the explosive growth of the Internet has been the desire of dispersed buyers and sellers to interact readily and in a manner hitherto impossible. Underpinning these interactions, auction pricing mechanisms have enabled Internet transactions in novel ways. Despite this massive...