Interest Rate Modeling: Post-Crisis Challenges and Approaches (Q2950371)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest Rate Modeling: Post-Crisis Challenges and Approaches |
scientific article |
Statements
Interest Rate Modeling: Post-Crisis Challenges and Approaches (English)
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8 October 2015
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interest rate modeling
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post-crisis markets
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short-rate models
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rational pricing kernel models
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Libor market models
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hybrid HJM-LMM models
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multiple curves
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