Essays about: "Lovisa Jangenstål"

Found 1 essay containing the words Lovisa Jangenstål.

  1. 1. Hedging Interest Rate Swaps

    University essay from KTH/Matematisk statistik

    Author : Lovisa Jangenstål; [2015]
    Keywords : ;

    Abstract : This thesis investigates hedging strategies for a book of interest rate swaps of the currencies EUR and SEK. The aim is to minimize the variance of the portfolio and keep the transaction costs down. The analysis is performed using historical simulation for two different cases. READ MORE