Sökning: "optimal collateral posting"
Hittade 1 uppsats innehållade orden optimal collateral posting.
1. Collateral choice option valuation
Master-uppsats, KTH/Matematisk statistikSammanfattning : A bank borrowing some money has to give some securities to the lender, which is called collateral. Different kinds of collateral can be posted, like cash in different currencies or a stock portfolio depending on the terms of the contract, which is called a Credit Support Annex (CSA). LÄS MER
Resultatsidor:
1