Modern pricing of interest rate derivatives including funding and collateral
Year of publication: |
2013
|
---|---|
Authors: | Bianchetti, Marco |
Published in: |
Interest rate modelling after the financial crisis. - London : Risk Books, ISBN 978-1-906348-93-9. - 2013, p. 113-152
|
Subject: | Zinsderivat | Interest rate derivative | Preismanagement | Pricing strategy | Hedging |
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