Total Valuation Adjustment with Collateralisation for Interest Rate Derivatives

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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
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, Ahti
Thesis advisor
Lehikoinen, Kimmo
Keywords
derivatives, valuation adjustment, counterparty credit risk, collateralization
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Citation