Discounting, LIBOR, CVA and Funding

Overview of attention for book

Cover of 'Discounting, LIBOR, CVA and Funding'

Table of Contents

Attention for Chapter 1: Back to the Basics

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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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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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