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Rate curves for forward Euribor estimation and CSA-discounting Ferdinando M. Ametrano Banca IMI - Financial Engineering [removed]
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Document Date: 2014-06-10 06:53:41

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File Size: 1,06 MB

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City

Rome / /

/

IndustryTerm

vanilla products / /

Person

Ferdinando M. Ametrano / Ferdinando M. Ametrano Monotonic / Forward Euribor / /

Position

forward / /

Technology

Bootstrapping algorithm / /

SocialTag