Sökning: "diskonteringskurva"

Hittade 1 uppsats innehållade ordet diskonteringskurva.

  1. 1. Implications of Multiple Curve Construction in the Swedish Swap Market

    Master-uppsats, KTH/Entreprenörskap och Innovation

    Författare :Erik Lidholm; Benjamin Nudel; [2014]
    Nyckelord :collateral; cross currency; discount curve; forward curve; forward starting; off-market; swap; Stibor; collateral; cross currency; diskonteringskurva; forwardkurva; forward starting; off-market; swap; Stibor;

    Sammanfattning : 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