Credit risk management for derivatives. Post-crisis metrics for end-users

DOI10.1007/978-3-319-57975-7zbMATH Open1402.91010OpenAlexW2739371158MaRDI QIDQ4558637FDOQ4558637

Authors: Ivan Zelenko 

Publication date: 29 November 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-57975-7

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Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)

Cited In (1)

• Managing and Measuring Risk

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