On modelling negative interest rates

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Volume Title
Perustieteiden korkeakoulu | Bachelor's thesis
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Date
2016-08-12
Department
Major/Subject
Mcode
SCI3029
Degree programme
Teknillinen fysiikka ja matematiikka TFM
Language
en
Pages
38
Series
Description
Supervisor
Ilmonen, Pauliina
Thesis advisor
Seppälä, Heikki
Matematiikka ja systeemitieteet
Keywords
interest rate models, short rate models, negative interest rates, interest rate derivatives
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