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LUP Student Papers

LUND UNIVERSITY LIBRARIES

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2025
Mark Modeling the Post-LIBOR Interest Rate Market - Calibration of a Time-Dependent Hull-White Model to SOFR Caps
Stoltz, Rasmus ^LU and Sönne, Fabian ^LU (2025) In Master's Thesis in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
2023
Mark LIBOR: The end of an error
Jeppsson, Andrea ^LU (2023) NEKH03 20231
Department of Economics
- Bach. Degree

your query:: Remove keywords: SOFR