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

Takashi Yasuoka

    Research output: Contribution to journalArticle

    Original languageEnglish
    Article number12
    Pages (from-to)69-95
    JournalJournal of risk model validation
    Volume12
    Issue number4
    DOIs
    Publication statusPublished - 2018 Dec

    Cite this

    EVALUATING CREDIT EXPOSURE OF INTEREST RATE DERIVATIVES UNDER THE REAL-WORLD MEASURE. / Yasuoka, Takashi.

    In: Journal of risk model validation, Vol. 12, No. 4, 12, 12.2018, p. 69-95.

    Research output: Contribution to journalArticle

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    author = "Takashi Yasuoka",
    year = "2018",
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    doi = "10.21314/JRMV.2018.195",
    language = "English",
    volume = "12",
    pages = "69--95",
    journal = "Journal of risk model validation",
    number = "4",

    }

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    T1 - EVALUATING CREDIT EXPOSURE OF INTEREST RATE DERIVATIVES UNDER THE REAL-WORLD MEASURE

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    DO - 10.21314/JRMV.2018.195

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    EP - 95

    JO - Journal of risk model validation

    JF - Journal of risk model validation

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    M1 - 12

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