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Bootstrapping Risk-Free Rates in the Post-IBOR Environment.

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Bibliographic Details
Title: Bootstrapping Risk-Free Rates in the Post-IBOR Environment.
Authors: Russo, Vincenzo1 (AUTHOR) russovincent@gmail.com, Fabozzi, Frank J.2 (AUTHOR) ffabozz1@jhu.edu
Source: Journal of Fixed Income. Summer2025, Vol. 35 Issue 1, p6-17. 12p.
Database: Business Source Ultimate
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ISSN:10598596
DOI:10.3905/jfi.2025.1.207