Kód: 08274358
Finance and Economics Discussion Series
Autor Michael S Gibson
Firms active in OTC derivative markets increasingly use margin agreements to reduce counterparty credit risk. Making several simplifying assumptions, I use both a quasi- analytic approach and a simulation approach to quantify how ... celý popis
- Jazyk:
Angličtina - Väzba: Brožovaná
- Počet strán: 22
Nakladateľ: Bibliogov, 2013
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Anotácia knihy
Firms active in OTC derivative markets increasingly use margin agreements to reduce counterparty credit risk. Making several simplifying assumptions, I use both a quasi- analytic approach and a simulation approach to quantify how margining reduces counterp
Parametre knihy
Zaradenie knihy Knihy po anglicky Society & social sciences Politics & government
19.04 €
- Celý názov: Finance and Economics Discussion Series
- Podnázov: Measuring Counterparty Credit Exposure to a Margined Counterparty
- Autor: Michael S Gibson
- Jazyk: Angličtina
- Väzba: Brožovaná
- Počet strán: 22
- EAN: 9781288711413
- ISBN: 9781288711413
- ID: 08274358
- Nakladateľ: Bibliogov
- Hmotnosť: 59 g
- Rozmery: 246 × 189 × 1 mm
- Dátum vydania: 06. February 2013
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