Sökning: "Ernst Josefsson"
Hittade 1 uppsats innehållade orden Ernst Josefsson.
1. Incorporating Funding Value Adjustment in Valuation of Derivatives - A case study
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : The derivatives market is a large, global market that fills an important function in the finan-cial system (Eklund et al., 2012). Before the global financial crisis in 2008, factors such as capital cost, funding cost and counterparty risk were hardly considered when pricing deriva-tives. LÄS MER
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