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~isPartOf:"Interest rate modelling after the financial crisis"
~language:"eng"
~person:"Bianchetti, Marco"
~subject:"Bootstrap approach"
~subject:"Regression analysis"
~subject:"bootstrapping"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Sammlung"
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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
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