Market and counterparty credit risk : selected computational and managerial aspects
Year of publication: |
2016
|
---|---|
Authors: | Schwake, Daniel |
Other Persons: | Mahayni, Antje (degree supervisor) |
Publisher: |
Duisburg |
Subject: | Interest Rate Risk | Asset Liability Management | Hedging with Interest Rate Swaps | Hedge Effectiveness | Counterparty Credit Risk | Credit Valuation Adjustment | Credit Default Swaps | Wrong Way Risk | Kreditrisiko | Credit risk | Hedging | Zinsrisiko | Interest rate risk | Zinsderivat | Interest rate derivative | Kreditderivat | Credit derivative | Derivat | Derivative | Theorie | Theory | Swap | Risikomanagement | Risk management |
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