Everything You Always Wanted to Know about Multiple...

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Everything You Always Wanted to Know about Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask

Ametrano, Ferdinando, Bianchetti, Marco
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2219548
File:
PDF, 2.09 MB
english, 2013
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