Essays about: "Shedrack Lutembeka"

Found 1 essay containing the words Shedrack Lutembeka.

  1. 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 kommunikation

    Author : Shedrack Lutembeka; [2017]
    Keywords : ;

    Abstract : 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