EONIA Jumps and Proper Euribor Forwarding

123bcb090d8a43fd925777b9d1421c1d?s=47 Ferdinando M. Ametrano
December 05, 2014
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EONIA Jumps and Proper Euribor Forwarding

EONIA Jumps and Proper Euribor Forwarding: the Case of Synthetic Deposits in Legacy Discount-Based Systems.

Presented at the 2014 QuantLib User Meeting in Düsseldorf

123bcb090d8a43fd925777b9d1421c1d?s=128

Ferdinando M. Ametrano

December 05, 2014
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