ARTICLE
|
doi:10.20944/preprints202103.0084.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
price discovery; financial economics; clearing; credit default swaps; collateralization; OTC; risk premium; CCP.
Online: 2 March 2021 (12:05:53 CET)
ARTICLE
|
doi:10.20944/preprints202305.0594.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Value at Risk; over-the-counter foreign exhange (OTC FX) options; quantile regression; Machine Learning (ML)
Online: 9 May 2023 (08:08:24 CEST)
ARTICLE
|
doi:10.20944/preprints201909.0230.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
unilateral/bilateral collateralization; partial/full/over collateralization; asset pricing; plumbing of the financial system; swap premium spread; OTC/cleared/listed financial markets
Online: 20 September 2019 (04:06:14 CEST)