Cross Currency Valuation and Hedging in the Multiple Curve Framework (Q5162842): Difference between revisions

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Revision as of 01:17, 27 July 2024

scientific article; zbMATH DE number 7421257
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English
Cross Currency Valuation and Hedging in the Multiple Curve Framework
scientific article; zbMATH DE number 7421257

    Statements

    Cross Currency Valuation and Hedging in the Multiple Curve Framework (English)
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    5 November 2021
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    FX
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    cross currency basis
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    multiple curves
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    xVA
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    CollVA
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    Basel III
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    collateral
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