Pricing interest rate derivatives: pre and post crisis comparison
Oteri, Andrea Martina (A.A. 2017/2018) Pricing interest rate derivatives: pre and post crisis comparison. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 43. [Bachelor's Degree Thesis]
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Abstract/Index
Problem statement. Fixed income market, interest rate derivatives. Pre-crisis scenario: single curve framework. Effects of the 2007-2209 crisis. Post crisis scenario and multiple-curve models.
References
Bibliografia: p. 42.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Mathematical finance |
| Thesis Supervisor: | Biagini, Sara |
| Academic Year: | 2017/2018 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 04 Apr 2019 12:55 |
| Last Modified: | 04 Apr 2019 12:55 |
| URI: | https://tesi.luiss.it/id/eprint/22926 |
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