A derivatives pricing model with non-cash collateralization

Kazuhiro Takino

Year of publication:	2021
Authors:	Takino, Kazuhiro
Subject:	Derivatives \| interest-rate and currency swaps \| quantitative methods \| statistical methods \| risk management \| credit risk management \| Derivat \| Derivative \| Risikomanagement \| Risk management \| Kreditrisiko \| Credit risk \| Swap \| Optionspreistheorie \| Option pricing theory \| Statistische Methode \| Statistical method \| Währungsderivat \| Currency derivative \| Hedging \| Portfolio-Management \| Portfolio selection \| Kreditsicherung \| Collateral

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.3905/jod.2020.1.126 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012612946