A derivatives pricing model with non-cash collateralization
Kazuhiro Takino
| Year of publication: |
2021
|
|---|---|
| Authors: | Takino, Kazuhiro |
| Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 29.2021, 1, p. 123-138
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| 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 | Finanzdienstleistung | Financial services | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
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