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- W2894564948 abstract "This thesis is about hedging interest rate derivatives in a negative interest rate environment.The main focus is on doing a comparative analysis on how risk varies between Lognormaland Normal model ..." @default.
- W2894564948 created "2018-10-12" @default.
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- W2894564948 date "2017-01-01" @default.
- W2894564948 modified "2023-09-26" @default.
- W2894564948 title "Hedging Interest Rate Derivatives (Evidence from Swaptions) in a Negative Interest Rate Environment: : A comparative analysis of Lognormal and Normal Model" @default.
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