Total Valuation Adjustment with Collateralisation for Interest Rate Derivatives
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Journal Title
Journal ISSN
Volume Title
Perustieteiden korkeakoulu |
Master's thesis
Ask about the availability of the thesis by sending email to the Aalto University Learning Centre oppimiskeskus@aalto.fi
Author
Date
2016-08-23
Department
Major/Subject
Systeemi- ja operaatiotutkimus
Mcode
F3008
Degree programme
Teknillisen fysiikan ja matematiikan koulutusohjelma
Language
en
Pages
58
Series
Description
Supervisor
Salo, AhtiThesis advisor
Lehikoinen, KimmoKeywords
derivatives, valuation adjustment, counterparty credit risk, collateralization