CVA with wrong way risk : sensitivities, volatility and hedging
Year of publication: |
2015
|
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Authors: | El Hajjaji, Omar ; Subbotin, Alexander |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 3, p. 1-31
|
Subject: | CVA | counterparty risk | wrong way risk | hedging | volatility | Theorie | Theory | Hedging | Volatilität | Volatility | Tourismusregion | Tourism destination | Risikomanagement | Risk management | Risiko | Risk | Kreditrisiko | Credit risk | Derivat | Derivative |
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