Interest rate modelling under full collateralisation
Year of publication: |
2013
|
---|---|
Authors: | Fujii, Masaaki ; Takahashi, Akihiko |
Published in: |
Interest rate modelling after the financial crisis. - London : Risk Books, ISBN 978-1-906348-93-9. - 2013, p. 241-282
|
Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | OTC-Handel | OTC market | Kreditderivat | Credit derivative |
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