Sökning: "Johan Hagenbjörk"

Hittade 1 avhandling innehållade orden Johan Hagenbjörk.

1. 1. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

   Författare :Johan Hagenbjörk; Jörgen Blomvall; Ou Tang; Giorgio Consigli; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Finance; Fixed income; Interest rate risk; Credit risk; Risk management; Optimization; Mathematics;

   Sammanfattning : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. LÄS MER