Funding, repo and credit inclusive valuation as modified option pricing (Q1728382)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Funding, repo and credit inclusive valuation as modified option pricing |
scientific article |
Statements
Funding, repo and credit inclusive valuation as modified option pricing (English)
0 references
22 February 2019
0 references
funding costs
0 references
counterparty risk
0 references
credit risk
0 references
repo market
0 references
valuation adjustments
0 references
hedging
0 references
