A NOTE ON THE SELF-FINANCING CONDITION FOR FUNDING, COLLATERAL AND DISCOUNTING (Q5249754)

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scientific article; zbMATH DE number 6435235
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A NOTE ON THE SELF-FINANCING CONDITION FOR FUNDING, COLLATERAL AND DISCOUNTING
scientific article; zbMATH DE number 6435235

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    A NOTE ON THE SELF-FINANCING CONDITION FOR FUNDING, COLLATERAL AND DISCOUNTING (English)
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    11 May 2015
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    cost of funding
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    funding and discounting
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    self-financing strategy
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    trading strategies
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    derivative hedging
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