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Bibliographie

Créé le

05.12.2013

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Mis à jour le

18.12.2013

Brigo D. (2011) , Counterparty Risk FAQ, Dept. of Mathematics, King’s College.

Canabarro E. et Duffie D. (2003), Measuring and marking Counterparty Risk. Asset/Liabilities Management for Financial Institutions, Institutional Investors Books.

Castagna A. (2012), « Pricing of Derivatives Contracts under Collateral Agreements : Liquidity and funding Value Adjustements », Research Paper.

Dongsheng L. et Juan F. (2010), Credit Valuation and Funding Value Adjustment All Together.

Edström H. (2012), A quantitative Analysis of Liquidity and Funding Value ...

À retrouver dans la revue
Banque et Stratégie Nº320
RB