Pricing regulatory capital in over-the-counter derivatives

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Journal Title
Journal ISSN
Volume Title
Perustieteiden korkeakoulu | Master's thesis
Date
2017-10-03
Department
Major/Subject
Systeemi- ja operaatiotutkimus
Mcode
SCI3055
Degree programme
Master’s Programme in Mathematics and Operations Research
Language
en
Pages
82
Series
Description
Supervisor
Salo, Ahti
Thesis advisor
Kaila, Ruth
Keywords
derivatives pricing, regulatory capital, KVA, XVA
Other note
Citation