On the Correlation Approach and Parametric Approach for CVA Calculation
Year of publication: |
2019
|
---|---|
Authors: | Pang, Tao |
Other Persons: | Chen, Wei (contributor) ; Li, Le (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Risk Model Validation, Vol. 11, No. 3, 49-67 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 20, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2862085 [DOI] |
Classification: | G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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