Impact of Multiple Curve Dynamics in Credit Valuation Adjustments under Collateralization
Year of publication: |
2015
|
---|---|
Authors: | Bormetti, Giacomo |
Other Persons: | Brigo, Damiano (contributor) ; Francischello, Marco (contributor) ; Pallavicini, Andrea (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Kreditsicherung | Collateral |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 13, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2638229 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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