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Subject
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AXI 1 Ameribor 1 Analytical solution 1 Axi-symmetric flow 1 BSBY 1 Derivat 1 Derivative 1 Euribor 1 Geldmarkt 1 Interbank market 1 Interbankenmarkt 1 Interest rate 1 Interest rate derivative 1 LIBOR 1 Lattice Boltzmann model 1 London Interbank Offered Rate 1 Money market 1 SOFR 1 Secured Overnight Financing Rate 1 Yield curve 1 Zins 1 Zinsderivat 1 Zinsstruktur 1 credit-sensitive rates 1 interest rate derivatives 1 rate benchmarks 1 risk-free rates 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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An, Hongyan 1 Meng, Jianping 1 Tuckman, Bruce 1 Zhang, Chuhua 1 Zhang, Yonghao 1
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Annual review of financial economics 1 Physica A: Statistical Mechanics and its Applications 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Short-term ratebBenchmarks : the post-LIBOR regime
Tuckman, Bruce - In: Annual review of financial economics 15 (2023), pp. 473-491
Persistent link: https://www.econbiz.de/10014426350
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Cover Image
Analytical solution of axi-symmetrical lattice Boltzmann model for cylindrical Couette flows
An, Hongyan; Zhang, Chuhua; Meng, Jianping; Zhang, Yonghao - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 1, pp. 8-14
Analytical solution for the axi-symmetrical lattice Boltzmann model is obtained for the low-Mach number cylindrical …
Persistent link: https://www.econbiz.de/10010589357
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