Pricing regulatory capital in over-the-counter derivatives
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URL
Journal Title
Journal ISSN
Volume Title
Perustieteiden korkeakoulu |
Master's thesis
Authors
Date
2017-10-03
Department
Major/Subject
Systeemi- ja operaatiotutkimus
Mcode
SCI3055
Degree programme
Master’s Programme in Mathematics and Operations Research
Language
en
Pages
82
Series
Description
Supervisor
Salo, AhtiThesis advisor
Kaila, RuthKeywords
derivatives pricing, regulatory capital, KVA, XVA