The Credit Model Risk of Interest-Rate Derivatives and Regulatory Implications

Journal
Derivatives Use, Trading, and Regulation
ISSN
1357-0927
Type
journal article
Date Issued
2000
Author(s)
;
Zimmermann, Heinz
Abstract
http://www.manuel-ammann.com/pdf/PubsAmmann2000CreditVaRDerivativesUseTradingRegulation.pdf
Language
English
HSG Classification
not classified
Refereed
Yes
Publisher
Henry Stewart Publications
Publisher place
London
Volume
6
Number
3
Start page
217
End page
229
Pages
13
URL
Subject(s)

other research area

Division(s)

SoF - School of Finan...

Eprints ID
12594
File(s)
Thumbnail Image

open.access

Name

PubsAmmann2000CreditVaRDerivativesUseTradingRegulation.pdf

Size

227.76 KB

Format

Adobe PDF

Checksum (MD5)

731ec7f120ed7160e7ff6f6dbbb8f31d