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浏览/检索结果: 共3条，第1-3条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择发表日期升序发表日期降序提交时间升序提交时间降序题名升序题名降序作者升序作者降序 Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文 NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19 作者:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng 收藏  |  浏览/下载：9/0  |  提交时间：2023/02/07 Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks   Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives 期刊论文 ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 卷号: 38, 期号: 2, 页码: 254-270 作者:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yan-long;  Cao, Zhen 收藏  |  浏览/下载：16/0  |  提交时间：2022/06/21 forward rate agreement  counterparty credit risk  expected exposure  potential future exposure   Explicit expressions to counterparty credit exposures for Forward and European Option 期刊论文 NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 52, 页码: 14 作者:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yanlong 收藏  |  浏览/下载：17/0  |  提交时间：2020/05/24 Counterparty credit exposure  Explicit expressions  Forward  European Option