Discounting, LIBOR, CVA and Funding

Overview of attention for book

Cover of 'Discounting, LIBOR, CVA and Funding'

Table of Contents

Attention for Chapter 7: Non-Linear Products

Altmetric Badge

Citations

dimensions_citation: 32 Dimensions

Summary Dimensions citations

So far, Dimensions has found 32 publications that cite this research output.

32

The most recent citing publications are shown below. View all 32 publications that cite this research output on Dimensions.

Empirical analysis and forecasting of multiple yield curves

Article in Insurance Mathematics and Economics (November 2020)

Estimating a Credit Rating for Accounting Purposes: A Quantitative Approach

Article in Studies of Applied Economics (June 2019)

Discounting collateral: quants, derivatives and the reconstruction of the ‘risk-free rate’ after the financial crisis

Article in Economy and Society (May 2019)

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.