المؤلفون: Bertoncini, Chiara (author)

المساهمون: Cai, Juanjuan (mentor), Cirillo, Pasquale (graduation committee), Kolman, Marek (graduation committee), Delft University of Technology (degree granting institution)

مصطلحات موضوعية: Displaced Exponential-Vasicek, Hull-White, multi-factors models, historical calibration, risk-neutral calibration, swaption, swaps portfolios, stability analysis, risk profiles, Exposure at Default

Relation: http://resolver.tudelft.nl/uuid:86f950b0-6c7f-49fe-9638-c91c96ee3b6f

الاتاحة: http://resolver.tudelft.nl/uuid:86f950b0-6c7f-49fe-9638-c91c96ee3b6f

المؤلفون: Bertoncini, Chiara

المساهمون: Cai, Juanjuan (mentor), Cirillo, Pasquale (graduation committee), Kolman, Marek (graduation committee), Delft University of Technology (degree granting institution)

مصطلحات موضوعية: Displaced Exponential-Vasicek, Hull-White, multi-factors models, historical calibration, risk-neutral calibration, swaption, swaps portfolios, stability analysis, risk profiles, Exposure at Default, manag, envir

Relation: http://resolver.tudelft.nl/uuid:86f950b0-6c7f-49fe-9638-c91c96ee3b6f

الاتاحة: http://resolver.tudelft.nl/uuid:86f950b0-6c7f-49fe-9638-c91c96ee3b6f