1. Sikandar Siddiqui (SCDM) and Prof. Dr. Christian Fries (LMU M�nchen) for their valuable comments. I would also like to thank Prof. Dr. Achim Zielesny (Westf�lische Hochschule Recklinghausen), who not only programmed the basis algorithms used for this analysis;Vahe Adonians (SCDM)
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3. The standardised approach for measuring counterparty credit risk;Basel Committee on Banking Supervision,2014
4. Bloomberg Functionality Cheat Sheet
5. LIBOR vs OIS: The derivatives discounting dilemma;J Hull;Journal Of Investment Management,2012