Whitepaper: SOFR Dynamics Are Not What You Wished
Marco Macchiavelli, Professor of FinanceUniversity of Massachusetts Amherst, Isenberg School of Management Executive Summary. Access the whitepaper here.
Whitepaper: AMERIBOR: A Better Credit Sensitive Reference Rate
Marco Macchiavelli, Professor of FinanceUniversity of Massachusetts Amherst, Isenberg School of Management Executive Summary. Access the whitepaper here.