Swap Markets Post-LIBOR/EURIBOR

Graduate School of Business (GSB) Stanford

Darrell Duffie

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Prof Darrell Duffie of the Graduate School of Business (GSB) at Stanford University proposes a solution for interest rate derivatives contracts when LIBOR/EURIBOR benchmark rates seize to exist at the end of 2021. Related publications:




Darrell Duffie

Brookings Institute Paper

Darrell Duffie