Valuing risk exposure and the expected cost of margin calls : the case for a secondary market in redistributing liquidity liability (margin credit swaps)
Year of publication: |
2013
|
---|---|
Authors: | Zimmer, Timothy E. ; Pede, Valerien O. ; McKenzie, Andrew M. |
Published in: |
Business review : advanced applications. - Newcastle upon Tyne, UK : Cambridge Scholars Publishing, ISBN 978-1-4438-5029-2. - 2013, p. 51-63
|
Subject: | Getreidemarkt | Grain market | Hedging | Liquiditätseffekt | Liquidity effect | Futures | Monte-Carlo-Simulation | Monte Carlo simulation | 2008 |
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