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Credit contingent interest rate swap pricing. [PDF]

open access: yesMath Ind Case Stud, 2017
Huang H, Huang H, Wang E, Zhu H.
europepmc   +1 more source

Interest Rate Swap Credit Valuation Adjustment

open access: yesJurnal derivate, 2014
Jakub Černý, J. Witzany
semanticscholar   +1 more source

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