Essays about: "Shedrack Lutembeka"
Found 1 essay containing the words Shedrack Lutembeka.
-
1. Hedging Interest Rate Derivatives (Evidence from Swaptions) in a Negative Interest Rate Environment: : A comparative analysis of Lognormal and Normal Model
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : This thesis is about hedging interest rate derivatives in a negative interest rate environment. The main focus is on doing a comparative analysis on how risk varies between Lognormal and Normal models. READ MORE
Result pages:
1