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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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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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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