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subject:"Derivat"
type_genre:"Fachkunde"
~person:"Breton, Michèle"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Derivat
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constant exposure approximation
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counterparty credit risk
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counterparty risk
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Breton, Michèle
Broll, Udo
14
Welzel, Peter
8
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6
Korn, Olaf
6
Pelizzon, Loriana
6
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5
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4
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Dileep N.
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3
Getmansky, Mila
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Hang, Markus
3
Härdle, Wolfgang
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Kotreshwar G.
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2
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Journal of economic dynamics & control
1
Les cahiers du GERAD
1
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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Evaluation of counterparty credit risk under netting agreements
Breton, Michèle
;
Tavasoli, Ahmadreza
-
2023
Persistent link: https://www.econbiz.de/10014383826
Saved in:
2
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
3
Evaluation of counterparty risk for derivatives with early-exercise features
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973914
Saved in:
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