搜索结果: 1-1 共查到“投资理论 CDS”相关记录1条 . 查询时间(0.13 秒)
Counterparty Risk and the Impact of Collateralization in CDS Contracts
Counterparty Risk Collateralization CDS
2011/7/25
Abstract: We analyze the counterparty risk embedded in CDS contracts, in presence of a bilateral margin agreement. First, we investigate the pricing of collateralized counterparty risk and we derive t...