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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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