Sökning: "Mikael Vahlberg"

Hittade 1 uppsats innehållade orden Mikael Vahlberg.

  1. 1. Verification of Risk Algorithm Implementations in a Clearing System Using a Random Testing Framework

    Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Mikael Vahlberg; [2017]
    Nyckelord :;

    Sammanfattning : Clearing is keeping track of transactions until they are settled. Standardized derivatives such as options and futures can be cleared through a clearinghouse if you are a clearing member. The clearinghouse step in as an intermediary between trades and manages all occurring counterparty risk. LÄS MER