Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk

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Veröffentlicht in:International journal of theoretical and applied finance
Weitere Verfasser: Brigo, Damiano (BerichterstatterIn), Capponi, Agostino (BerichterstatterIn), Pallavicini, Andrea (BerichterstatterIn), Papatheodorou, Vasileios (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 2013
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