Implications of implicit credit spread volatilities on interest rate modelling (Q1694952): Difference between revisions
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Revision as of 22:19, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implications of implicit credit spread volatilities on interest rate modelling |
scientific article |
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Implications of implicit credit spread volatilities on interest rate modelling (English)
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6 February 2018
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finance
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arbitrage-free models
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Libor
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term structure
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volatility modelling
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