Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics
Counterparty Risk, Collateral Management, Credit Risk, Economic Capital, Financial Risk and Risk Management, Government Policy and Regulation, Mathematical Methods, OTC Derivatives, Potential Future Exposure, Unexpected Loss
Term Structure, Overnight Indexed Swap, Long-Term Yield, Long-Term Simple Rate, Long-Term Swap Rate
HJM, Affine Process, Long-Term Yield, Yield Curve, Wishart Process.
Term structure, overnight indexed swap, long-term yield, long-term simple rate, long-term swap rate
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counterparty risk, credit risk, liquidity risk measurement
Counterparty Risk, Collateral Management, Credit Risk, Economic Capital
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