Impact of Multiple-Curve Dynamics in Credit Valuation Adjustments (Q4689911)
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scientific article; zbMATH DE number 6959390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impact of Multiple-Curve Dynamics in Credit Valuation Adjustments |
scientific article; zbMATH DE number 6959390 |
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Impact of Multiple-Curve Dynamics in Credit Valuation Adjustments (English)
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22 October 2018
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multiple curves
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evaluation adjustments
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basis swaps
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collateral
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HJM model
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