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Author: | Reinvall, Jaakko |
Title: | Total Valuation Adjustment with Collateralisation for Interest Rate Derivatives |
Vakuussopimusten käyttö korkojohdannaisten kokonaisarvonoikaisussa | |
Publication type: | Master's thesis |
Publication year: | 2016 |
Pages: | 58 Language: eng |
Department/School: | Perustieteiden korkeakoulu |
Main subject: | Systeemi- ja operaatiotutkimus (F3008) |
Supervisor: | Salo, Ahti |
Instructor: | Lehikoinen, Kimmo |
Electronic version URL: | http://urn.fi/URN:NBN:fi:aalto-201608263125 |
Location: | P1 Ark Aalto 4391 | Archive |
Keywords: | derivatives valuation adjustment counterparty credit risk collateralization johdannaiset vastapuoliriski arvonoikaisut |
ED: | 2016-09-04 |
INSSI record number: 54336
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