A derivatives pricing model with non-cash collateralization
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 |
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