Modeling Deposit Rates of Non-Maturity Deposits

The modeling of non-maturity deposits is a topic that is highlyimportant to many banks because of the large amount of funding that comes fromthese products. It is also a topic that currently is in the focus oflegislators. Although a non-maturity deposit may seem to be a trivial product,it has severa...

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Bibliographic Details
Main Author: Kördel, Andreas
Format: Others
Language:English
Published: KTH, Matematisk statistik 2017
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-207188