Swap pricing methods: effects of the post-crisis market evolution and multicurve discounting in KONDOR+
Caltabiano, Chiara (A.A. 2017/2018) Swap pricing methods: effects of the post-crisis market evolution and multicurve discounting in KONDOR+. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 62. [Bachelor's Degree Thesis]
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Abstract/Index
Market rates. Derivatives: forward contract, FRA and IRS. MArket evolution. The new pricing model: the multi-curve approach. KONDOR+.
References
Bibliografia e sitografia: pp. 56-58.
| 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: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 15 Jan 2019 13:19 |
| Last Modified: | 15 Jan 2019 13:19 |
| URI: | https://tesi.luiss.it/id/eprint/21884 |
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