Interest Rate Modelling in the Multi-curve Framework

Overview of attention for book

Cover of 'Interest Rate Modelling in the Multi-curve Framework'

Table of Contents

Attention for Chapter 8: Collateral and Funding

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Citations

dimensions_citation: 73 Dimensions

Summary Dimensions citations

So far, Dimensions has found 73 publications that cite this research output.

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The most recent citing publications are shown below. View all 73 publications that cite this research output on Dimensions.

The Puzzle of Carbon Allowance Spread

Preprint in SSRN Electronic Journal (January 2024)

Compounded Coupons in Multi-Curve Framework

Preprint in SSRN Electronic Journal (January 2024)

A dimension reduction approach for loss valuation in credit risk modeling

Article in International Journal of Financial Engineering (December 2023)

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