Evaluation of market risk associated with hedging a credit derivative portfolio
| Autor: | Chamizo, Álvaro ⁎, Novales, Alfonso |
|---|---|
| Zdroj: | In Quarterly Review of Economics and Finance May 2021 80:411-430 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Chamizo, Álvaro ⁎, Novales, Alfonso |
|---|---|
| Zdroj: | In Quarterly Review of Economics and Finance May 2021 80:411-430 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect