DERIVATIVE PRICING WITH COLLATERALIZATION AND FX MARKET DISLOCATIONS (Q5367501)
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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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