Analytical expressions to counterparty credit risk exposures for interest rate derivatives (Q2125642): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Modelling, pricing, and hedging counterparty credit exposure. A technical guide / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4794126 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank |
Latest revision as of 16:22, 28 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Analytical expressions to counterparty credit risk exposures for interest rate derivatives |
scientific article |
Statements
Analytical expressions to counterparty credit risk exposures for interest rate derivatives (English)
0 references
14 April 2022
0 references
forward rate agreement
0 references
counterparty credit risk
0 references
expected exposure
0 references
potential future exposure
0 references