An overview of the valuation of collateralized derivative contracts (Q475330)
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scientific article; zbMATH DE number 6374270
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| English | An overview of the valuation of collateralized derivative contracts |
scientific article; zbMATH DE number 6374270 |
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An overview of the valuation of collateralized derivative contracts (English)
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26 November 2014
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CCP swaps repos
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OIS haircuts
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BSDE
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0.7977715730667114
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0.7689542770385742
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0.7570508122444153
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0.7526077032089233
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