Sökning: "Backward-looking rates"

Hittade 1 uppsats innehållade orden Backward-looking rates.

  1. 1. Valuation of interest rate instruments under backward-looking forward rate framework

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Guanyu Yang; [2024]
    Nyckelord :IBOR; Backward-looking rates; Valuation of interest rate derivatives;

    Sammanfattning : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. LÄS MER