LIBOR fallback and quantitative finance
Year of publication: |
2019
|
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Authors: | Henrard, Marc Pierre |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 3/88, p. 1-15
|
Subject: | collateral | derivative pricing | ISDA consultations | LIBOR fallback | multi-curve framework | pay-off measurability | value transfer | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7030088 [DOI] hdl:10419/257926 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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