Browsing Bachelor Thesis - Mathematics by Author "Thanh, Duong Dang Xuan"

Now showing items 1-5 of 5

    • Altman's Z-score model and its bankruptcy predictive ability 

      Quynh, Pham Nhu (International University - HCMC, 2017)
      Investing and managing cash flow efficiently helps market participants making profits and becomes successful. However, not anyone joining the market has the financial background to evaluate the opportunity they have, whether ...

    • Analysis model for company valuation : A case of Vietnam dairy products joint stock company 

      Nhu, Le Quynh (International University - HCMC, 2017)
      Business analysis and valuation is used to analyze the performance of an enterprise in the past along with the economic and industry situation to measuring the intrinsic value of stock price of that firm and determine how ...

    • Credit valuation adjustment capital charge under basel III on interest rate swap 

      Khanh, Huynh Phuong (International University - HCMC, 2017)
      This thesis aims to provide an overview of Credit Valuation Adjustment (CVA) Capital Charge introduced in Basel III together with its importance for banks’ solvency position and the illustration of computing CVA capital. ...

    • Exposure at default under basel II and III 

      Duy, Dinh Khanh (International University - HCMC, 2017)
      The main reason for the financial crisis 2008 in the worldwide banking systems was the ignorance of the counterparty credit risk (CCR). In response, the Basel Committee on Banking Supervision introduced a new credit ...

    • Using fuzzy goal approach for portfolio optimizition 

      Hoan, Duong Khai (International University - HCMC, 2017)
      Mathematical applications is widely used in di erent aspects of human life, particularly in nance. Quantitative models are created to nd the optimal solutions for nancial problems have helped signi cantly banking ...