Derivatives Risk Management: Convexity, Collateral, and Correlation

Autor:	Alexandru Voicu, Max Wong, Moorad Choudhry, David Moskovic, Zhuoshi Liu, Michele Lizzio, Suleman Baig
Rok vydání:	2014
Předmět:	Actuarial science Bond valuation Collateral business.industry Economics business Correlation swap Quanto Risk-neutral measure Convexity Risk management Credit risk
Zdroj:	Fixed Income Markets ISBN: 9781118638330 Fixed Income Markets: Management, Trading, Hedging, Second Edition
DOI:	10.1002/9781118638330.ch21
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::c7af500ba1c03109f6046f72b9b52a23 https://doi.org/10.1002/9781118638330.ch21 Zobrazit plný text záznamu