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Systemic risk / Derivative / Liquidity risk / Financial risk / Credit default swap / Credit risk / Libor / Futures contract / Overnight indexed swap / Repurchase agreement / Option / Arbitrage
Date: 2015-05-07 17:11:08
Systemic 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 Toronto

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Source URL: www-2.rotman.utoronto.ca

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