Calculating the effect of funding costs on OTC valuation using funding valuation adjustment
Rohan Douglas and Dmitry Pugachevsky
| Year of publication: |
2012
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|---|---|
| Authors: | Douglas, Rohan ; Pugachevsky, Dmitry |
| Published in: |
Journal of securities operations & custody. - London : Stewart, ISSN 1753-1802, ZDB-ID 24196204. - Vol. 5.2012/13, 1, p. 54-63
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010048116