EVALUATING CREDIT EXPOSURE OF INTEREST RATE DERIVATIVES UNDER THE REAL-WORLD MEASURE

Takashi Yasuoka

Research output: Contribution to journal › Article

Original language	English
Article number	12
Pages (from-to)	69-95
Journal	Journal of risk model validation
Volume	12
Issue number	4
DOIs	https://doi.org/10.21314/JRMV.2018.195
Publication status	Published - 2018 Dec

Cite this

@article{07e0238f053a4f0d960336d65df82306,

title = "EVALUATING CREDIT EXPOSURE OF INTEREST RATE DERIVATIVES UNDER THE REAL-WORLD MEASURE",

author = "Takashi Yasuoka",

year = "2018",

month = dec,

doi = "10.21314/JRMV.2018.195",

language = "English",

volume = "12",

pages = "69--95",

journal = "Journal of risk model validation",

number = "4",

}