Credit Derivatives Market - Counterparty Risk, Collateral Management and FVA - CVA, DVA and Wrong Way Risk - Regulatory Requirements on Counterparty Credit Risk - Initial Margins - CCPs
| Year of publication: |
2022
|
|---|---|
| Authors: | Migus, Samuel |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Finanzdienstleistung | Financial services | Tourismusregion | Tourism destination | Kreditrisiko | Credit risk | Derivat | Derivative | Risikomanagement | Risk management | Kreditsicherung | Collateral | Kreditderivat | Credit derivative |
| Description of contents: |
This course is given at the University of Paris 6 (Pierre et Marie Curie), in France, to the students of the Master Probability & Finance ("El Karoui")
|
freely available
| Extent: | 1 Online-Ressource (115 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2018 erstellt |
| Other identifiers: | 10.2139/ssrn.2218279 [DOI] |
| Classification: | C00 - Mathematical and Quantitative Methods. General |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014238686