Stabilizing Log-Normal Diffusion in View of Compounding Swaps Funding Risk Credit Valuation Adjustment (FRCVA)
Year of publication: |
2015
|
---|---|
Authors: | Durand, Cyril |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Swap | Kreditrisiko | Credit risk | Risiko | Risk |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2684392 [DOI] |
Classification: | C60 - Mathematical Methods and Programming. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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