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isPartOf:"Interest rate modelling after the financial crisis"
~language:"eng"
~subject:"Kreditderivat"
~subject:"OTC market"
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Interest rate modelling after the financial crisis
Bulletin / Reserve Bank of Australia
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Systemic risk and derivatives trading patterns in the banking system
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BIS Quarterly Review, December 2019
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Interest rate modelling under full collateralisation
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Interest rate modelling after the financial crisis
,
(pp. 241-282)
.
2013
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