Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty

Journal of Financial Engineering, Volume 2, Issue 1, March 2015.

Author(s) :

Yifan Yang

Michele Leonardo Bianchi

Journal of Financial Engineering, Volume 2, Issue 1, March 2015.

Type : Academic publication
Date : le 01/01/2015
Research Cluster : Finance
Source : Journal of Financial Engineering

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