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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Modelling default-risky bonds

Magwegwe, Frank Mashoko 22 July 2005 (has links)
In this dissertation, we examine current models used to value default-risky bonds. These models include both the structural and the reduced-form approaches. We begin by examining various issues involved in modelling credit risk and pricing credit derivatives. We then explore the various dimensions of structural models and reduced-form models and we provide an overview of four models presented in the literature on credit risk modelling. Both the theoretical and empirical research on default-risky bond valuation is summarized. Finally, we make suggestions for improving on the credit risk models discussed. / Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2006. / Mathematics and Applied Mathematics / unrestricted
2

Data base security through simulation

Hong, Seng-Phil January 1994 (has links)
This research explores the complexities of database security, encompassing both the computer hardware and software. Also important is its nature as a people oriented issue. A risk analysis of a database system's security can be examined by creating a simulation model. Though, in order for it to be truly meaningful and accurate, all aspects of design, performance and procedure must be thoroughly and carefully scrutinized.Computer or data security is a major problem in today's world of data processing. This thesis outlines the security problem' and presents trends and issues. It also addresses current trends in computer security environments, database risk analysis, and simulations.Risk analysis is a technique used to quantitatively assess the relative value of protective measures. It is useful when appropriately applied and is in some cases required by regulatory agencies.The goal of security environments is to outline the framework which is valuable in assessing security issues and in establishing partitions in the overall environment within which this and other approaches to security can be examined.A simulation prototype is given which demonstrates the concepts of risk analysis for a database system. / Department of Computer Science
3

Risk analysis assessment of the influence of geological factors on exploration and mining investment alternatives : development of a microcomputer simulation model

Mallinson, Clyde A January 1987 (has links)
A microcomputer risk analysis model is developed and used in an exploration - delineation simulation to analyse in particular the effects of geological factors on exploration mining investment alternatives. Analysis of results indicate that geological parameters can have profound effects on such investment alternatives and that the role of the geologist in determining and evaluating the significance of the various geological factors is critical. Simulation examples highlight some of the key geological parameters and show how changes in these parameters influence both the expected mean results and the standard deviations of such means. The risk analysis model provides an ideal means of conveying the importance of the different geoiogical factors on exploration - delineation - mining investment alternatives and may be used as a geological education aid

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