 Arbeten gjorda av mina elever |
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I kursen Analytical Finance II gör studenterna grupparbeten. Dessa publiceras sedan i rapporter och eleverna presenterar sina arbeten på ett seminarie. Nedan finner du ett antal av dessa arbeten gjorda mellan år 2004 och 2014. | ||
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Analytical Finance II (2004) |
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Bills, Bonds och Notes | ||
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Interest Rate Caps, Floors och Collars | ||
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Mortgage Backed Securities | ||
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Swaps |
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Analytical Finance II (2005) |
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Credit Defaults Swaps | ||
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Credit Defaults Swaps | ||
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Two-Factor Hull-White models | ||
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Two-Factor Hull-White models | ||
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Repos | ||
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Repos | ||
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Swaps | ||
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Swaps | ||
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Convertible Bonds | ||
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Fitting Yield-Curves with Nelson-Seigel |
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Analytical Finance II (2006) |
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Analytical Finance II (2007) |
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Analytical Finance II (2008) |
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Black-Derman-Toy | |
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Black-Derman-Toy | |
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Black-Derman-Toy | |
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Ho-Lee's modell | |
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Ho-Lee's modell | |
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Caps och Floors | |
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Caps och Floors | |
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Hull-White's modell | |
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Hull-White's modell | |
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Hull-White's modell | |
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Swaps | |
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Swaps | |
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Swaps |
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Analytical Finance II (2009) |
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Analytical Finance II (2010) |
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Analytical Finance II (2011) |
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Vasicek Model | |
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Vasicek Model | |
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Vasicek Model | |
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Nelson-Siegel Model | |
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Nelson-Siegel Model | |
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Nelson-Siegel Model | |
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Bootstrapping with Par-Rates | |
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Bootstrapping with Par-Rates | |
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Bootstrapping with Par-Rates |
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Analytical Finance II (2012) |
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Analytical Finance II (2013) |
