A Quantization Approach to the Counterparty Credit Exposure Estimation
Year of publication: |
2015
|
---|---|
Authors: | Bonollo, Michele |
Other Persons: | Di Persio, Luca (contributor) ; Oliva, Immacolata (contributor) ; Semmoloni, Andrea (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Derivat | Derivative | Schätzung | Estimation |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 5, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2574384 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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