An equilibrium pricing for OTC derivatives with non-cash collateralisation
Kazuhiro Takino
| Year of publication: |
2018
|
|---|---|
| Authors: | Takino, Kazuhiro |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 6.2018, 4, p. 335-364
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| Subject: | OTC derivative pricing | counterparty risk | collateral | pricing kernel | repo market | Derivat | Derivative | Kreditsicherung | Collateral | OTC-Handel | OTC market | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Repo-Geschäft | Repo transactions | Finanzmarktregulierung | Financial market regulation | Risikomanagement | Risk management | Wertpapierhandel | Securities trading | CAPM | Clearing | Financial clearing | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011996895