Essays about: "Mikael Vahlberg"
Found 1 essay containing the words Mikael Vahlberg.
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1. Verification of Risk Algorithm Implementations in a Clearing System Using a Random Testing Framework
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : Clearing is keeping track of transactions until they are settled. Standardized derivatives such as options and futures can be cleared through a clearinghouse if you are a clearing member. The clearinghouse step in as an intermediary between trades and manages all occurring counterparty risk. READ MORE
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