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 |
Online Resource
| 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