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

DOI10.1007/978-3-319-57975-7MaRDI QIDQ4558637zbMATH OpenOpenAlexFDO

Authors Ivan Zelenko

Publication date 29 November 2018

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

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)

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• Modern Financial Engineering
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• scientific article; zbMATH DE number 5619427

Cited in

(1)

• Managing and Measuring Risk

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