Financial Risk Management by Francisco Javier Población García

Author:Francisco Javier Población García
Language: eng
Format: epub
Publisher: Springer International Publishing, Cham

Footnotes

1This dynamic hedging is called a delta-hedge.

2The two expressions are equivalent for all purposes.

3OTC markets are markets in which each agent searches for their counterpart and there are no standard contracts, as with stock exchanges. Thus, contracts are designed by the parties and everything can be negotiated.

Part III

Credit Risk

© The Author(s) 2017

Francisco Javier Población GarcíaFinancial Risk Managementhttps://doi.org/10.1007/978-3-319-41366-2_9

9. Credit Risk: Measurement

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