Design of master agreements for OTC derivatives

zbMATH Open0965.91019MaRDI QIDQ1587499FDOQ1587499

Authors: Dietmar Franzen 

Publication date: 30 November 2000

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

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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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