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• A New Model for Pricing Collateralized Financial Derivatives

  Author(s):

  Tim Xiao (see profile)

  Date:

  2017

  Group(s):

  Business Management, Scholarly Communication

  Item Type:

  Article

  Tag(s):

  asset pricing, collateralization, CVA, interaction between market and credit risk, plumbing of financial system, swap premium spread, VaR

  Search term matches:

  Tag

  ... interaction between market and credit risk ...

  Full Text

  ... premium spread, CVA, VaR, interaction between market and credit risk 1 Email: tim ...

  
  

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