CVA WITH WRONG WAY RISK: SENSITIVITIES, VOLATILITY AND HEDGING (Q5256836)
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scientific article; zbMATH DE number 6452368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVA WITH WRONG WAY RISK: SENSITIVITIES, VOLATILITY AND HEDGING |
scientific article; zbMATH DE number 6452368 |
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CVA WITH WRONG WAY RISK: SENSITIVITIES, VOLATILITY AND HEDGING (English)
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29 June 2015
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CVA
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counterparty risk
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wrong way risk
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hedging
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volatility
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