Markets Evolution After the Credit Crunch
Year of publication: |
2012-12-19
|
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Authors: | Bianchetti, Marco ; Carlicchi, Mattia |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | crisis | liquidity | credit | counterparty | risk | fixed income | Libor | Euribor | Eonia | OIS – Libor basis | yield curve | forward curve | discount curve | single curve | multiple curve | collateral | CSA discounting | no arbitrage | pricing | interest rate derivatives | FRA | swap | OIS | basis swap | forward rate | CDS spread | ECB monetary policy | ISDA |
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