Sökning: "Takeo Murase"

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  1. 1. Interest Rate Risk – Using Benchmark Shifts in a Multi Hierarchy Paradigm

    Master-uppsats, KTH/Matematisk statistik

    Författare :Takeo Murase; [2013]
    Nyckelord :;

    Sammanfattning : This master thesis investigates the generic benchmark approach to measuring interest rate risk. First the background and market situation is described followed by an outline of the concept and meaning of measuring interest rate risk with generic benchmarks. LÄS MER