A consistent stochastic model of the term structure of interest rates for multiple tenors (Q2191452)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent stochastic model of the term structure of interest rates for multiple tenors |
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A consistent stochastic model of the term structure of interest rates for multiple tenors (English)
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25 June 2020
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tenor swap
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basis
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frequency basis
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liquidity risk
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swap market
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LIBOR/OIS spread
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