Original title: Post-Crisis Valuation of Derivatives
Translated title: Oceňování derivátů v postkrizovém období / Post crisis valuation of derivatives
Authors: Baran, Jaroslav ; Witzany, Jiří (advisor) ; Mandel, Martin (referee) ; Lukáš, Ladislav (referee)
Document type: Doctoral theses
Year: 2016
Language: eng
Publisher: Vysoká škola ekonomická v Praze
Abstract: [eng] [cze]

Keywords: basis spread; basis swap; collateral; cross-currency swap; discount factor; overnight indexed swap; swap spreads; bazické přirážky; bazický swap; diskontní faktor; kolaterál; měnový swap; overnight indexed swap; swapové přirážky

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/49176

Permalink: http://www.nusl.cz/ntk/nusl-203746


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Doctoral theses
 Record created 2016-04-27, last modified 2017-06-30


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