Hittade 1 uppsats innehållade ordet HW1F.
1. Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of MeasureMaster-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : The notional amounts outstanding of over-the-counter (OTC) derivatives had grown exponentially for almost two decades and its rapid growth were mainly due the increase in OTC interest rate derivatives. As of december 2014, the total notional amounts outstanding in the global OTC market was 630 trillions USD and the OTC interest rate derivatives represents about 80% of the market. LÄS MER