Affine multiple yield curve models (Q5377184)
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scientific article; zbMATH DE number 7058333
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine multiple yield curve models |
scientific article; zbMATH DE number 7058333 |
Statements
Affine multiple yield curve models (English)
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23 May 2019
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affine processes
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forward rate agreement
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Libor rate
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multiple yield curves
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multiplicative spread
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