Essays about: "Takeo Murase"

Found 1 essay containing the words Takeo Murase.

  1. 1. Interest Rate Risk – Using Benchmark Shifts in a Multi Hierarchy Paradigm

    University essay from KTH/Matematisk statistik

    Author : Takeo Murase; [2013]
    Keywords : ;

    Abstract : This master thesis investigates the generic benchmark approach to measuring interest rate risk. First the background and market situation is described followed by an outline of the concept and meaning of measuring interest rate risk with generic benchmarks. READ MORE