Discounting collateral: Quants, derivatives, and the reconstruction of the ‘risk-free rate’ after the financial crisis

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Discounting collateral: Quants, derivatives, and the reconstruction of the ‘risk-free rate’ after the financial crisis'. Together they form a unique fingerprint.

Social Sciences

Economics, Econometrics and Finance