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type_genre:"Aufsatz im Buch"
~person:"Ametrano, Ferdinando M."
~type_genre:"Bibliografie enthalten"
~type_genre:"Book review"
~type_genre:"Conference paper"
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Ametrano, Ferdinando M.
Fabozzi, Frank J.
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Interest rate modelling after the financial crisis
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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
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