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Interest Rate Modelling in the Multi-curve Framework

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Attention for Chapter 8: Collateral and Funding
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Chapter title
Collateral and Funding
Chapter number 8
Book title
Interest Rate Modelling in the Multi-curve Framework
Published by
Palgrave Macmillan, London, January 2014
DOI 10.1057/9781137374660_8
Book ISBNs
978-1-349-47704-3, 978-1-137-37466-0
Authors

Marc Henrard