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Transition probability matrix methodology for incremental risk charge
Yavin, Tzahi
;
Wang, Eugene
;
Zhang, Hu
;
Clayton, Michael A.
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10010508091
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A note on discounting and funding value adjustments for derivatives
Han, Meng
;
He, Yeqi
;
Zhang, Hu
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010508101
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