Essays about: "Zakaria El Menouni"

Found 1 essay containing the words Zakaria El Menouni.

  1. 1. Pricing Interest Rate Derivatives in the Multi-Curve Framework with a Stochastic Basis

    University essay from KTH/Matematisk statistik

    Author : Zakaria El Menouni; [2015]
    Keywords : ;

    Abstract : The financial crisis of 2007/2008 has brought about a lot of changes in the interest rate market in particular, as it has forced to review and modify the former pricing procedures and methodologies. As a consequence, the Multi-Curve framework has been adopted to deal with the inconsistencies of the frameworks used so far, namely the single-curve method. READ MORE