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1. Implications of Multiple Curve Construction in the Swedish Swap Market
Master-uppsats, KTH/Entreprenörskap och InnovationSammanfattning : The global financial crisis of 2007 caused abrupt changes in the financial markets. Interest rates that were known to follow each other diverged. Furthermore, both regulation and an increased awareness of counterparty credit risks have fuelled a growth of collateralised contracts. LÄS MER
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