Pricing, Trading and Clearing of Defaultable Claims Subject to Counterparty Risk
The recent financial crisis and subsequent regulatory changes on over-the-counter (OTC) markets have given rise to the new valuation and trading frameworks for defaultable claims to investors and dealer banks. More OTC market participants have adopted the new market conventions that incorporate coun...
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| Language: | English |
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2014
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| Online Access: | https://doi.org/10.7916/D8319SWW |