Bezpieczny Bank > 2015 > 3 (60) > 89-101
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journal ISSN : | 1429-2939 |
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Bibliography
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1.Bianchetti M., Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves, Risk Magazine, August 2010.
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2.Brousseau V, Chailloux, A., Durre, A., Fixing the Fixings: What Road to a More Representative Money Market Benchmark?, IMF Working Paper No. 13/131, May 29, 2013.
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3.Duffie D., Stein J., Reforming LIBOR and Other Financial Market Benchmarks, Working Paper no 3170, Stanford University, September 19, 2014, p. 18.