Pricing a Collateralized Derivative Trade with a Funding Value Adjustment

Author: Hunzinger Chadd B.   Labuschagne Coenraad C.A.  

Publisher: MDPI

E-ISSN: 1911-8074|8|1|17-42

ISSN: 1911-8074

Source: Journal of Risk and Financial Management, Vol.8, Iss.1, 2015-01, pp. : 17-42

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Abstract