search query: @author Aparicio, F. M. / total: 2
reference: 2 / 2
« previous | next »
| Author: | Aparicio, F. M. Cossin, D. |
| Title: | Control of credit risk collaterization using quasi-variational inequalities |
| Journal: | Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 5-38 |
| Index terms: | FINANCIAL CONTROL CREDIT CONTROL FINANCIAL MANAGEMENT FINANCIAL PLANNING FINANCIAL PERFORMANCE |
| Language: | eng |
| Abstract: | Credit risk is a widespread component of financial contracts and has long been the topic of academic research. While academic research has focused on the pricing of credit risk, practitioners tend to use collateralization to circumscribe the problem. Stylized programs providing parties exposed to credit risk with optimal timing and optimal size of the controls required on the collateral they secure are developed. |
« previous | next »
SCIMA