Design of master agreements for OTC derivatives

MaRDI QIDQ1587499zbMATH OpenFDO

Authors Dietmar Franzen

Publication date 30 November 2000

Published in Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

credit riskincomplete contractstwo-period modelapplications of contract theorybilateral bargaining gamebilateral contractual arrangementsforward-type OTC derivatives contractsmaster agreements

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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