A note on the self-financing condition for funding, collateral and discounting
Year of publication: |
2015
|
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Authors: | Brigo, Damiano ; Buescu, Cristin ; Pallavicini, Andrea ; Liu, Qing |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 2, p. 1-10
|
Subject: | Cost of funding | funding and discounting | self-financing strategy | trading strategies | derivative hedging | Theorie | Theory | Derivat | Derivative | Portfolio-Management | Portfolio selection | Hedging | Investmentfonds | Investment Fund | Diskontierung | Discounting |
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