Date: 2015-05-07 17:11:08Systemic risk Derivative Liquidity risk Financial risk Credit default swap Credit risk Libor Futures contract Overnight indexed swap Repurchase agreement Option Arbitrage | | Financial Analysts Journal, Vol. 70, No):Valuing Derivatives: Funding Value Adjustments and Fair Value John Hull and Alan White1 Joseph L. Rotman School of Management University of TorontoAdd to Reading ListSource URL: www-2.rotman.utoronto.caDownload Document from Source Website File Size: 327,89 KBShare Document on Facebook
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