再抵押困境:双边交易对手信用风险下抵押品再抵押对衍生品价格的影响
Rehypothecation dilemma: Impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk
Journal of Banking & Finance · 2013
被引 6
人大 A-ABS 3
- Yuji Sakurai 通讯
- Yoshihiko Uchida
金融工程衍生品定价信用风险抵押品管理