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Discounting
LIBOR Transition Faqs ‘Big Bang’ CCP Switch Over
No Arbitrage Pricing and the Term Structure of Interest Rates
Development Finance Appraisal Models
Fabozzi Course.Pdf
Explaining the Lehman Brothers Option Adjusted Spread of a Corporate Bond
Transition to €STR Discounting in Swapclear Subject to Ongoing Legal and Regulatory Review
2000 ISDA Definitions ______
P1.T4. Valuation & Risk Models Chapter 9. Pricing Conventions, Discounting, and Arbitrage Bionic Turtle FRM Study Notes
Research Note Adoption of Rfrs: Major Developments in 2021
City Research Online
ARRC, a User's Guide to SOFR: the Alternative Reference Rate
Fixed Income
A Guide to Modeling Credit Term Structures∗
Defining, Estimating and Using Credit Term Structures Part 1. Consistent
Z-Spreads for Bonds with Optional
Yield Curves the Term Structure of Interest Rates
How to Construct and Bootstrap Yield Curve
Derivatives Discounting Explained Wujiang Lou1
Top View
The Yield Curve, and Spot and Forward Interest Rates Moorad Choudhry
CANADIAN CONVENTIONS in FIXED INCOME MARKETS a REFERENCE DOCUMENT of FIXED INCOME SECURITIES FORMULAS and PRACTICES Release: 1.3
A Teaching Note on Pricing and Valuing Interest Rate Swaps Using LIBOR and OIS Discounting
Laibson, Golden Eggs and Hyperbolic Discounting
Chapter 6: Discounting Future Benefits and Costs
Discounting the Benefits of Climate Change Mitigation
Financial Assumptions and Discount Rate
Discounting Rules for Risky Assets by Stewart C. Myers and Richard S
Valid Calculation Types
Discount Rate for Workout Recoveries: an Empirical Study*
A Note on Construction of Multiple Swap Curves with and Without Collateral∗
Rational Discounting for Regulatory Analysis
Blackrock's Guide to LIBOR Transition
May 2013 – Primer on Credit Spreads
An Updated User's Guide to SOFR the Alternative Reference Rates
OIS/Dual Curve Discounting
A Teaching Note on Pricing and Valuing Interest Rate Swaps Using LIBOR and OIS Discounting
Consistent Valuation Across Curves Using Pricing Kernels
The Debate on Discounting: Reconciling Positivists and Ethicists
Pricing the Future: the Economics of Discounting and Sustainable Development
BIS Papers No 25: Zero-Coupon Yield Curves: Technical Documentation
Theory and Recent Evidence on the Merits of Updating the Discount Rate