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DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS - MaRDI portal

DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS (Q3100992)

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DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS
scientific article

    Statements

    title
    DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS (English)
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    author
    Chuang Yi
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    publication date
    22 November 2011
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    zbMATH Keywords
    counterparty credit risk
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    unilateral (bilateral) credit value adjustment
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    obliged (optional) credit triggers
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    mark-to-credit
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    Identifiers

    zbMATH DE Number
    5976535
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