Credit risk exposure with respect and currency swaps
type: Item
instance of: scholarly article
title: Credit risk exposure with respect and currency swaps
zbMATH Open document ID: 0924.90011
DOI: 10.1016/0377-2217(95)00290-1
author: Robert Christopher Coppes
author: Evert Jan Stokking
published in: European Journal of Operational Research
publication date: 1999-02-22T00:00:00Z
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 1252845
zbMATH Keywords: simulation
zbMATH Keywords: banking
zbMATH Keywords: risk analysis
zbMATH Keywords: modelling
zbMATH Keywords: finance
zbMATH Keywords: credit risk
MaRDI profile type: Publication
full work available at URL: 0377-2217(95)00290-1
OpenAlex ID: W2068774188
cites work: Are exchange rate changes normally distributed?
description: scientific article; zbMATH DE number 1252845