Term rates, multicurve term structures and overnight rate benchmarks: A roll–over risk approach.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 3, p. 1, doi. 10.3934/fmf.2023009
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- Article
Works matching IS 27696715 AND DT 2023 AND VI 2 AND IP 3
Results: 5
1
2
Optionality as a binary operation.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 3, p. 1, doi. 10.3934/fmf.2023015
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- Publication type:
- Article
3
Exposure valuations and their capital requirements.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 3, p. 1, doi. 10.3934/fmf.2023006
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- Publication type:
- Article
4
Exploiting arbitrage requires short selling.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 3, p. 1, doi. 10.3934/fmf.2023008
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- Publication type:
- Article
5
Derivatives risks as costs in a one-period network model.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 3, p. 1, doi. 10.3934/fmf.2023014
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- Publication type:
- Article