SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION (Q5048585)
From MaRDI portal
scientific article; zbMATH DE number 7617469
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION |
scientific article; zbMATH DE number 7617469 |
Statements
SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION (English)
0 references
16 November 2022
0 references
collateral choice option
0 references
cheapest-to-deliver collateral
0 references
currency spreads
0 references
CSA
0 references
minimal-variance hedging
0 references
static hedging
0 references
