Essays about: "Backward-looking rates"

Found 1 essay containing the words Backward-looking rates.

  1. 1. Valuation of interest rate instruments under backward-looking forward rate framework

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Guanyu Yang; [2024]
    Keywords : IBOR; Backward-looking rates; Valuation of interest rate derivatives;

    Abstract : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. READ MORE