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- W3122767363 abstract "The following sections are included:Credit Charge, Credit Benefit, and Credit PremiumCredit Cost, Accrued Funding Cost, and Accrued Funding BenefitTrading Strategies and OpportunitiesComparison with Bond Credit RiskPrevailing Strategies for Counterparty Credit Risk ManagementWrong-way and Right-way Exposures or TradesIntroduction to Modeling and Pricing of Counterparty Credit Risk" @default.
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- W3122767363 date "2007-01-01" @default.
- W3122767363 modified "2023-09-23" @default.
- W3122767363 title "Introduction to Counterparty Credit Risk" @default.
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