DERIVATIVE PRICING WITH COLLATERALIZATION AND FX MARKET DISLOCATIONS (Q5367501): Difference between revisions

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Latest revision as of 10:38, 30 July 2024

scientific article; zbMATH DE number 6790991
Language Label Description Also known as
English
DERIVATIVE PRICING WITH COLLATERALIZATION AND FX MARKET DISLOCATIONS
scientific article; zbMATH DE number 6790991

    Statements

    DERIVATIVE PRICING WITH COLLATERALIZATION AND FX MARKET DISLOCATIONS (English)
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    13 October 2017
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    arbitrage-free pricing
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    collateral
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    funding costs
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    foreign exchange market
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    curve bootstrapping
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    multiple currencies
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