Blar i Brage NMBU på forfatter "Nordal, Simen Christoffer"
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Principal component analysis of swap curve movements in two different swap markets : the Norwegian -and Euro swap market
Nordal, Simen Christoffer (Master thesis, 2015-08-06)Analyzing and modeling the risk inherent in term structure of interest rates is crucial for participant in financial markets, e.g. banks and investors with portfolios containing a large portion of interest rate sensitive ...