Essays about: "Ulrica Såmark"
Found 1 essay containing the words Ulrica Såmark.
University essay from Lunds universitet/Matematisk statistik
Abstract : The SABR model has for a long time been an invaluable tool for capturing the volatility smile and to price nancial derivatives not quoted in the market. However, the current negative rate environment in the EUR market has led to numerous challenges for nancial institutions. READ MORE