CVA Netting Arbitrage Introduction
Year of publication: |
2013
|
---|---|
Authors: | Kamtchueng, Christian |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Theorie | Theory | Arbitrage | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (12 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 3, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.2065058 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik, (2019)
-
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane, (2015)
-
Trading strategies with implied forward credit default swap spreads
Leccadito, Arturo, (2015)
- More ...
-
CVA Implied Vol and Netting Arbitrage
Kamtchueng, Christian, (2012)
-
Kamtchueng, Christian, (2012)
-
Autocallable More American Than European?
Kamtchueng, Christian, (2012)
- More ...