Discounting, LIBOR, CVA and Funding

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Cover of 'Discounting, LIBOR, CVA and Funding'

Table of Contents

Attention for Chapter 11: Backtesting

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Citations

dimensions_citation: 31 Dimensions

Summary Dimensions citations

So far, Dimensions has found 31 publications that cite this research output.

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The most recent citing publications are shown below. View all 31 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)

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