CSA Discounting: Impacts on Pricing and Risk of Commodity Derivatives

ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.net/journal/jfrm
E-mail: [email protected]

Citations

"CSA Discounting: Impacts on Pricing and Risk of Commodity Derivatives"
written by R. Abbate,
published by Journal of Financial Risk Management, Vol.3 No.3, 2014

has been cited by the following article(s):

[1]	The Effects of Credit Risk and Funding on the Pricing of Uncollateralized Derivative Contracts
	Journal of Financial Risk Management, 2015

[2]	The Relation between Counter-party Default and Interest Rate Volatility, and Its Impact on the Credit Risk of Interest Rate Derivatives
	2015

[3]	The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
	The Journal of Credit Risk, 2015