Derivative pricing under asymmetric and imperfect collateralization and CVA (Q5397416)
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scientific article; zbMATH DE number 6260369
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative pricing under asymmetric and imperfect collateralization and CVA |
scientific article; zbMATH DE number 6260369 |
Statements
Derivative pricing under asymmetric and imperfect collateralization and CVA (English)
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20 February 2014
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collateralization
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credit support annex
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credit value adjustment
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basis spreads
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