Essays about: "Alexander Gullnäs"

Found 1 essay containing the words Alexander Gullnäs.

  1. 1. Interest rate derivatives: Pricing of Euro-Bund options : An empirical study of the Black Derman & Toy model (1990)

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Petter Damberg; Alexander Gullnäs; [2012]
    Keywords : Interest rate derivatives; Term structure models; Black Derman Toy; Option pricing; Binomial trees; Term structure of interest rates;

    Abstract : The market for interest rate derivatives has in recent decades grown considerably and the need for proper valuation models has increased. Interest rate derivatives are instruments that in some way are contingent on interest rates such as bonds and swaps and most financial transactions are in some way exposed to interest rate risk. READ MORE