Essays about: "Josefine Bofeldt"

Found 1 essay containing the words Josefine Bofeldt.

  1. 1. Pricing of a balance sheet option limited by a minimum solvency boundary

    University essay from KTH/Matematisk statistik

    Author : Josefine Bofeldt; Sara Joon; [2019]
    Keywords : ;

    Abstract : Pension companies are required by law to remain above a certain solvency level. The main purpose of this thesis is to determine the cost of remaining above a lower solvency level for different pension companies. This will be modelled by an option with a balance sheet as the underlying asset. READ MORE