Sökning: "Forward Rate Agreement"

Hittade 4 uppsatser innehållade orden Forward Rate Agreement.

  1. 1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
    Nyckelord :Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

    Sammanfattning : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. LÄS MER

  3. 2. An Introduction to Modern Pricing of Interest Rate Derivatives

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

    Författare :Hossein Nohrouzian; [2015]
    Nyckelord :Interest Rates; Negative Interest Rates; Market Model; Martingale; Security Market Model; Term Structure Model; Risk-Neutral Measure; Forward-Neutral Measure; LIBOR; HJM; Collateral; Swap; Tenor; Interest Rate Derivatives; CSA Agreement; Bachelier.;

    Sammanfattning : This thesis studies interest rates (even negative), interest rate derivatives and term structure of interest rates. We review the different types of interest rates and go through the evaluation of a derivative using risk-neutral and forward-neutral methods. LÄS MER

  4. 3. Tekniska system för uppskattning av personantal och personers placering i byggnader

    Master-uppsats, Lunds universitet/Avdelningen för Brandteknik

    Författare :Emma Ingmarsson; Ida Pettersson; [2015]
    Nyckelord :Occupancy; location of people; evacuation; ventilation system; carbon dioxide; Technology and Engineering;

    Sammanfattning : The aim was to identify technical systems potentially useful for estimating number of people and their location in buildings. Another aim was to investigate whether the information generated by the technical systems can have a positive effect on risk management. A number of technical systems were identified and evaluated. LÄS MER

  5. 4. The freedom of establishment and German corporation tax - an analysis of the Saint-Gobain judgement

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Juridiska institutionen

    Författare :Nina Svensson; [2000]
    Nyckelord :Skatterätt; Law and Political Science;

    Sammanfattning : Non-harmonized direct taxes fall within the Member States' competence. This means that the Member States are free to develop their own tax systems, as long as there is no Community harmonisation. LÄS MER