With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. In this thesis, we introduce and subsequently proceed to explore backward-looking rate model and continue doing some re-valuation of interest rate instruments under the backward-looking rates framework.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:mdh-65654 |
| Date | January 2024 |
| Creators | Yang, Guanyu |
| Publisher | Mälardalens universitet, Akademin för utbildning, kultur och kommunikation |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
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