Interest-Rate Modelling in Collateralized Markets : Multiple Curves, Credit-Liquidity Effects, CCPs
Year of publication: |
2013
|
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Authors: | Pallavicini, Andrea |
Other Persons: | Brigo, Damiano (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditsicherung | Collateral | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 4, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2244580 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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