Media type: E-Book Title: Cross-currency Heath-Jarrow-Morton framework in the multiple-curve setting Contributor: Gnoatto, Alessandro [VerfasserIn]; Lavagnini, Silvia [VerfasserIn] imprint: [Verona]: Università di Verona, Department of Economics, [2023] Published in: Working paper series ; 2023,11 Extent: 1 Online-Ressource (circa 53 Seiten); Illustrationen Language: English Keywords: HJM ; FX ; cross-currency basis ; multiple curves ; benchmark transition ; SOFR ; collateral ; Graue Literatur Origination: Footnote: Access State: Open Access