The Normal Class Of Arbitrage-free Spot-rate Models In this paper we first show how to determine the T-forward adjusted risk-measure using the concept of fundamental solution to linear PDE’s. After that, relying on Fourier transformation we derive bond-and bond-option...
Realkreditrådgivning – Et studie af danskernes valg af realkreditlån og konverteringspraksis Boligøkonomisk Videncenter i Realdania startede i maj 2010 et projekt om danskernes konvertering af realkreditlån i boligen. Projektet blev afsluttet med en rapport...
The Financial Crisis and ERM This presentation looks at the Financial Crisis of 2008, what failed and what to learn from it. A subtitle for this presentation could easily be: Is it the death or Risk-Management (VaR)? | Back to Archive | Download...
Risk Management – an Introduction The purpose of this document is to give an introduction to Risk management seen in a broad perspective. That is we do not limit ourselves to any sector (Financial, Shipping etc) but instead, we are focusing on defining the...
RenteDyk This presentation take a look at the new product from Realkredit Danmark, called RenteDykTM – also referred to as a One-Way-Floater. The presentation begins with a detailed explanation of the product, which includes a survey of the exotic option – a...
