Results 231 to 240 of about 9,158 (259)

Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives

Applied Mathematics and Optimization, 2019
Lijun Bo, Claudia Ceci
semanticscholar   +1 more source

The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk

, 2017
Xingchun Wang, Shiyu Song, Yongjin Wang
semanticscholar   +1 more source

Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment

Physica A: Statistical Mechanics and its Applications, 2019
Tingqiang Chen, Jiepeng Wang, Haifei Liu, Yuanping He   +3 more
semanticscholar   +1 more source

Counterparties

2008
openaire   +1 more source

Central counterparty anti-procyclicality tools: a closer assessment

The Journal of Financial Market Infrastructures, 2019
A. Maruyama, F. Cerezetti
semanticscholar   +1 more source

Counterparties

2011
openaire   +1 more source

Counterparty Risk

CFA Institute Magazine, 2008
openaire   +1 more source

Smart Derivative Contracts (Detaching Transactions from Counterparty Credit Risk: Specification, Parametrisation, Valuation)

, 2018
Christian P. Fries, Peter Kohl-Landgraf
semanticscholar   +1 more source

PDE models and numerical methods for total value adjustment in European and American options with counterparty risk

Applied Mathematics and Computation, 2017
I. Arregui, B. Salvador, C. Vázquez
semanticscholar   +1 more source

Net Settlement and Counterparty Risk: Evidence from the Formation of the New York Stock Exchange Clearing House in 1892

, 2017
Bernard McSherry, Berry K. Wilson, James McAndrews   +2 more
semanticscholar   +1 more source