Return to search

Analýza úrokových swapů po finanční krizi / Analysis of interest rate swaps after the financial crisis

The goal of this master thesis is to analyze main changes affecting interest rate swaps in the Czech republic, which took place since 2007, in areas of regulation, valuation of interest rate swaps and negative interest rates. The first part defines derivative and describes sort of derivatives and type of swaps. The second part deals with interest rate swaps, pricing and valuation, and contractual documentation. The third part explains the impact of regulation MiFID I, EMIR and MiFID II on interest rate swaps. The fourth part analyzes changes in interest rate swaps valuation and negative interest rates issues.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:205968
Date January 2015
CreatorsLukeš, Filip
ContributorsMálek, Jiří, Fleischmann, Luboš
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

Page generated in 0.0018 seconds