Sökning: "Linus Kajsajunti"

Hittade 1 avhandling innehållade orden Linus Kajsajunti.

1. 1. Multidimensional Markov-Functional and Stochastic Volatiliy Interest Rate Modelling

   Författare :Linus Kajsajunti; Handelshögskolan i Stockholm; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis consists of three papers in the area of interest rate derivatives modelling. The pricing and hedging of (exotic) interest rate derivatives is one of the most demanding and complex problems in option pricing theory and is of great practical importance in the market. LÄS MER