Sökning: "Yuanlin Dong"
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1. A Study of Risk Factor Models: Theoretical Derivations and Practical Applications
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis provides an end-to-end picture of the modelling of interest rates and Foreign Exchange (FX) rates. We start by defining the FX rates and the interest rates. After having a good understanding of the basics, we take a deep dive into the approaches commonly used to model interest rates and FX rates respectively. LÄS MER
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