Essays about: "Forward-Neutral Measure"
Found 1 essay containing the words Forward-Neutral Measure.
-
1. An Introduction to Modern Pricing of Interest Rate Derivatives
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : This thesis studies interest rates (even negative), interest rate derivatives and term structure of interest rates. We review the different types of interest rates and go through the evaluation of a derivative using risk-neutral and forward-neutral methods. READ MORE
Result pages:
1