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type_genre:"Aufsatz im Buch"
~person:"Atta-Mensah, Joseph"
~person:"Bianchetti, Marco"
~type_genre:"Sammelwerk"
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Atta-Mensah, Joseph
Bianchetti, Marco
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Interest rate modelling after the financial crisis
3
Information in financial asset prices : proceedings of a conference held by the Bank of Canada, May 1998
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Evolution of the markets after the credit crunch
Bianchetti, Marco
;
Carlicchi, Mattia
- In:
Interest rate modelling after the financial crisis
,
(pp. 5-60)
.
2013
Persistent link: https://www.econbiz.de/10011456956
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2
Modern pricing of interest rate derivatives including funding and collateral
Bianchetti, Marco
- In:
Interest rate modelling after the financial crisis
,
(pp. 113-152)
.
2013
Persistent link: https://www.econbiz.de/10011456963
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3
Bootstrapping the illiquidity : multiple-yield-curve construction for market-coherent discount and FRA rates estimation
Ametrano, Ferdinando M.
;
Bianchetti, Marco
- In:
Interest rate modelling after the financial crisis
,
(pp. 153-215)
.
2013
Persistent link: https://www.econbiz.de/10011456972
Saved in:
4
Interest rate modelling after the financial crisis
Bianchetti, Marco
(
ed.
);
Morini, Massimo
(
ed.
)
-
2013
Persistent link: https://www.econbiz.de/10013553126
Saved in:
5
Extraction of expected inflation from Canadian forward rates
Atta-Mensah, Joseph
;
Yuan, Mingwei
- In:
Information in financial asset prices : proceedings of …
,
(pp. 51-78)
.
1999
Persistent link: https://www.econbiz.de/10001516636
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