CVA with Wrong Way Risk : Sensitivities, Volatility and Hedging
Year of publication: |
2013
|
---|---|
Authors: | Elhajjaji, Omar |
Other Persons: | Subbotin, Alexander (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Hedging | Volatilität | Volatility | Risiko | Risk |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 7, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2336993 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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