Media type: E-Book Title: A consistent stochastic model of the term structure of interest rates for multiple tenors Contributor: Alfeus, Mesias [Author]; Grasselli, Martino [Author]; Schlögl, Erik [Author] Published: Sydney: Quantitative Finance Research Centre, University of Technology Sydney, [2017] Published in: Quantitative Finance Research Centre: Research paper / Quantitative Finance Research Centre, University of Technology Sydney ; 384 Extent: 1 Online-Ressource (circa 34 Seiten); Illustrationen Language: English Keywords: market tenor swap ; basis ; frequency basis ; liquidity risk ; swap market ; Graue Literatur Origination: Footnote: Access State: Open Access