Meriem Chouqi

MargoConseil

76 Route de la Demi Lune

La Défense Cedex, 92057

France

SCHOLARLY PAPERS

1

DOWNLOADS

447

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Hull & White Convexity Adjustments for Credit-Riskless Interest Rate Swaps Under CSA

Hull & White Convexity Adjustments for Credit-Riskless Interest Rate Swaps Under CSA, Wilmott Magazine issue 64, Copyright © 2013, Wilmott.
Number of pages: 15 Posted: 08 Jul 2013
Denis Papaioannou, Meriem Chouqi and Benjamin Giardina
Tenokonda, MargoConseil and Natixis
Downloads 447 (100,821)

Abstract:

Loading...

CSA convexity, IRS, OIS-IBOR dynamics, Hull & White, CSA unmanaged risk