Cross Currency Valuation and Hedging in the Multiple Curve Framework (Q5162842)
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scientific article; zbMATH DE number 7421257
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross Currency Valuation and Hedging in the Multiple Curve Framework |
scientific article; zbMATH DE number 7421257 |
Statements
Cross Currency Valuation and Hedging in the Multiple Curve Framework (English)
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5 November 2021
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FX
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cross currency basis
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multiple curves
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xVA
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CollVA
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Basel III
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collateral
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