Author:
Fontana Claudio,Grbac Zorana,Gümbel Sandrine,Schmidt Thorsten
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference52 articles.
1. Beirne, J.: The EONIA spread before and during the crisis of 2007–2009: the role of liquidity and credit risk. J. Int. Money Financ. 31, 534–551 (2012)
2. Bianchetti, M.: Two curves, one price. Risk Mag. August, 74–80 (2010)
3. Bianchetti, M., Morini, M.: Interest Rate Modelling After the Financial Crisis. Risk Books, London (2013)
4. Björk, T., Di Masi, G.B., Kabanov, Y., Runggaldier, W.: Towards a general theory of bond markets. Finance Stoch. 1, 141–174 (1997)
5. Brace, A., Gątarek, D., Musiela, M.: The market model of interest rate dynamics. Math. Finance 7, 127–155 (1997)
Cited by
18 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献