Essays about: "LITERATURE REVIEW on financial derivatives"

Found 3 essays containing the words LITERATURE REVIEW on financial derivatives.

  1. 1. A Study of Stibor - Sweden’s Most Important Number and the Rates That Could Come to Replace It

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Anton Nystedt; Cecilia Skoglund; [2019]
    Keywords : Stibor; Libor; ibor rate; reference rate; alternative reference rate; overnight rate; Business and Economics;

    Abstract : As a working group named AGAR is currently looking into replacements and complements to Stibor, the subject of reference rates will become increasingly relevant in the coming years. This paper therefore investigates Stibor as well as future options for a Swedish reference rate, consolidating information of and opinions on reference rates in Sweden, primarily through the review of previous literature in the field and expert interviews with representatives of organisations in AGAR. READ MORE

  3. 2. Monte Carlo simulation techniques : The development of a general framework

    University essay from Institutionen för ekonomisk och industriell utveckling

    Author : Emma Nilsson; [2009]
    Keywords : Monte Carlo Simulation;

    Abstract : Algorithmica Research AB develops software application for the financial markets. One of their products is Quantlab that is a tool for quantitative analyses. An effective method to value several financial instruments is Monte Carlo simulation. READ MORE

  4. 3. The Fair Value Option of IAS in the Context of Fair Value Accounting - The Practical Application in Financial Institutions

    University essay from Institutionen för ekonomi

    Author : Stephanie Schneider; [2008]
    Keywords : IAS 39; Fair Value Accounting; Fair Value Option;

    Abstract : Research Question/ Purpose: Due to the increasing importance of international financial markets the significance of IAS 39 rises enormously. IAS39 deals with the measurement and recognition of financial instruments. One major aim is the valuation of the instrument at fair value. READ MORE