Hybrid multi-curve models with stochastic basis
The financial markets have changed radically since the start of the 2007 credit crisis. Following the bankruptcies of large financial institutions as well as bailouts of multiple banks and asset management institutions like Bear Sterns, Lehman Brothers, and AIG, the market participants recognised th...
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University College London (University of London)
2017
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.746998 |