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Valuation of over-the-counter derivatives with collateralization
Guerrero, L.; Jin, S.; Koepke, H.; Negahdary, E.; Wang, B.; Zhao, T.; He, Ritchie (University of Minnesota. Institute for Mathematics and Its Applications, 2012)
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https://hdl.handle.net/11299/181223
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Title
Valuation of over-the-counter derivatives with collateralization
Authors
Issue Date
2012-06
Publisher
University of Minnesota. Institute for Mathematics and Its Applications
Type
Preprint
Appears in collections
IMA Preprints Series [2486]
Series/Report Number
IMA Preprint Series; 2403
Description
1 online resource (PDF, 22 pages)
Suggested Citation
Guerrero, L.; Jin, S.; Koepke, H.; Negahdary, E.; Wang, B.; Zhao, T.; He, Ritchie. (2012). Valuation of over-the-counter derivatives with collateralization. University of Minnesota. Institute for Mathematics and Its Applications. Retrieved from the University of Minnesota Digital Conservancy, https://hdl.handle.net/11299/181223.
Content distributed via the University of Minnesota's Digital Conservancy may be subject to additional license and use restrictions applied by the depositor.