Counterparty credit risk on a standard swap in "risky closeout"
Year of publication: |
2011
|
---|---|
Authors: | Wei, Wei |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 2.2011, 2, p. 40-51
|
Subject: | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Swap | Risikomanagement | Risk management |
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