On modelling negative interest rates

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Perustieteiden korkeakoulu | Bachelor's thesis
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Date

2016-08-12

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Major/Subject

Mcode

SCI3029

Degree programme

Teknillinen fysiikka ja matematiikka TFM

Language

en

Pages

38

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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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https://urn.fi/URN:NBN:fi:aalto-201610114716

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[kand] Perustieteiden korkeakoulu / SCI