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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Interest rate modelling after the financial crisis"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Ametrano, Ferdinando M."
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Ametrano, Ferdinando M.
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Advances in futures and options research : a research annual
Interest rate modelling after the financial crisis
Working paper / National Bureau of Economic Research, Inc.
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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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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