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Neural Networks for Pricing Caps on LIBOR Rates

dc.contributor.authorKristensen, Jon Randby
dc.date.accessioned2021-12-24T23:00:04Z
dc.date.available2021-12-24T23:00:04Z
dc.date.issued2021
dc.identifier.citationKristensen, Jon Randby. Neural Networks for Pricing Caps on LIBOR Rates. Master thesis, University of Oslo, 2021
dc.identifier.urihttp://hdl.handle.net/10852/89868
dc.description.abstracteng
dc.language.isoeng
dc.subjectBlack & Scholes
dc.subjectCaps contracts
dc.subjectPricing
dc.subjectNeural Networks
dc.subjectLIBOR rate
dc.subjectRisk
dc.subjectInterest rates
dc.titleNeural Networks for Pricing Caps on LIBOR Rateseng
dc.title.alternativePrising av caps kontrakter basert på LIBOR renten ved hjelp av nevrale nettverknor
dc.typeMaster thesis
dc.date.updated2021-12-24T23:00:03Z
dc.creator.authorKristensen, Jon Randby
dc.identifier.urnURN:NBN:no-92476
dc.type.documentMasteroppgave
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/89868/1/Jon-Randby-Kristensen-Thesis.pdf


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