中国科学院机构知识库网格系统: 检索

中国科学院机构知识库网格

Chinese Academy of Sciences Institutional Repositories Grid

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	Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文 OAI收割 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：21/0 \| 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 OAI收割 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：23/0 \| 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 OAI收割 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：26/0 \| 提交时间：2020/05/24 Counterparty credit exposure Explicit expressions Forward European Option