Essays about: "Forwardkurva"
Found 2 essays containing the word Forwardkurva.
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1. Internal Market Risk Modelling for Power Trading Companies
University essay from KTH/Matematisk statistikAbstract : Since the financial crisis of 2008, the risk awareness has increased in the -financial sector. Companies are regulated with regards to risk exposure. These regulations are driven by the Basel Committee that formulates broad supervisory standards, guidelines and recommends statements of best practice in banking supervision. READ MORE
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2. Implications of Multiple Curve Construction in the Swedish Swap Market
University essay from KTH/Entreprenörskap och InnovationAbstract : The global financial crisis of 2007 caused abrupt changes in the financial markets. Interest rates that were known to follow each other diverged. Furthermore, both regulation and an increased awareness of counterparty credit risks have fuelled a growth of collateralised contracts. READ MORE