Pages that link to "Item:Q1039395"
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The following pages link to Modelling, pricing, and hedging counterparty credit exposure. A technical guide (Q1039395):
Displayed 3 items.
- Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model (Q1934584) (← links)
- COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA (Q5299992) (← links)
- VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL (Q5389101) (← links)