Vasileios Papatheodorou
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Person:3100989
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing counterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk International Journal of Theoretical and Applied Finance | 2013-06-24 | Paper |
| Arbitrage-free valuation of bilateral counterparty risk for interest-rate products: impact of volatilities and correlations International Journal of Theoretical and Applied Finance | 2011-11-22 | Paper |
Research outcomes over time
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