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  2. Numerical Solutions to PDE Representations of Derivatives with Bilateral Counterparty Risk and Funding Costs

Numerical Solutions to PDE Representations of Derivatives with Bilateral Counterparty Risk and Funding Costs Tesis

  • http://repository.urosario.edu.co/handle/10336/14430
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Descripción

  • Master's thesis

Tutor

  • Rafael Antonio Serrano Perdomo Persona

Autor

  • Torres Laserna, Nicolas

Resumen

fecha de publicación

  • febrero 22, 2018 12:13 p. m.