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isPartOf:"Issues in derivative instruments"
subject:"Derivat"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations"
~person:"Papatheodorou, Vasileios"
~type_genre:"Aufsatz in Zeitschrift"
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Issues in derivative instruments
International journal of theoretical and applied finance
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
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