Bibliography
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Published:2013-08-28
Issue:
Volume:
Page:415-421
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ISSN:
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Container-title:Counterparty Credit Risk, Collateral and Funding
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language:
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Publisher
John Wiley & Sons, Ltd
Reference196 articles.
1. Alavian , S. Ding , J. Whitehead , P. Laudicina , L. 2008 Credit valuation adjustment (CVA) http://ssrn.com 2. Albanese , C. Brigo , D. Oertel , F. 2011 Restructuring counterparty credit risk. Deutsche Bundesbank, Working Paper, forthcoming 3. Albanese , C. Pietronero , G. White , S. 2011 Optimal funding strategies for counterparty credit risk liabilities http://www.level3finance.com 4. New families of copulas based on periodic functions;Alfonsi;Communications in Statistics: Theory and Methods,2005
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