Sökning: "Finansieringskostnad"

Hittade 1 uppsats innehållade ordet Finansieringskostnad.

  1. 1. Curve Building and SwapPricing in the Presence of Collateral and Basis Spreads

    Master-uppsats, KTH/Matematisk statistik

    Författare :Simon Gunnarsson; [2013]
    Nyckelord :Curve building; swap; basis spread; cross currency; collateral;

    Sammanfattning : The eruption of the financial crisis in 2008 caused immense widening of both domestic and cross currency basis spreads. Also, as a majority of all fixed income contracts are now collateralized the funding cost of a financial institution may deviate substantially from the domestic Libor. LÄS MER