Sökning: "Shöbel Zhu Hull White model"

Hittade 1 uppsats innehållade orden Shöbel Zhu Hull White model.

  1. 1. Interest Rate Derivatives : An analysis of interest rate hybrid products

    Magister-uppsats, Matematiska institutionen

    Författare :Taurai Chimanga; [2011]
    Nyckelord :Interest rate derivatives; hybrid derivatives; stochastic interest rate; stochastic volatility; Shöbel Zhu Hull White model; hedging interest rate products;

    Sammanfattning : The globilisation phenomena is causing an increasing interaction between different markets and sectors. This has led to the evolution of derivative instruments from ”single asset” instruments to complex derivatives that have underlying assets from different markets, sectors and sub-sectors. LÄS MER