Sökning: "Forward-Neutral Measure"
Hittade 1 uppsats innehållade orden Forward-Neutral Measure.
1. An Introduction to Modern Pricing of Interest Rate Derivatives
Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikationSammanfattning : 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
Resultatsidor:
1