Cheapest-to-deliver collateral: a common factor approach (Q5079362)
From MaRDI portal
scientific article; zbMATH DE number 7532608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cheapest-to-deliver collateral: a common factor approach |
scientific article; zbMATH DE number 7532608 |
Statements
Cheapest-to-deliver collateral: a common factor approach (English)
0 references
27 May 2022
0 references
collateral choice option
0 references
currency spreads
0 references
conditional independence
0 references
factor model
0 references
CSA
0 references
