Portfolio Optimization of Credit Swap Under Funding Costs

Probability, Uncertainty and Quantitative Risk
doi 10.1186/s41546-017-0023-6
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy