Full Text Available

Note: Clicking the button above will open the full text document at the original institutional repository in a new window.

Multi-curve frameworks and information-based models

The distinction between bank funding cash and derivative markets were magnified in the aftermath of the 2008 global financial crisis, and further fortified by the need for reference rate reform post the Financial Stability Board's review of major interest benchmarks in 2014. The cognisance of previo...

Full description

Saved in:
Bibliographic Details
Main Author: Mahomed, Obeid
Other Authors: Taylor, David
Format: Thesis
Language:Eng
Published: School of Economics 2025
Subjects:
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items: Multi-curve frameworks and information-based models