Lecture 2022-2 (12): Comp. Fin. 2 / Applied Mathematical Finance: Collateralization (1/2)
Channel: finmath
Date: 13/12/2022

Lecture 2022-2 (12): Computational Finance 2 / Applied Mathematical Finance: Collateralization (1/2)

- Motivation: Mitigation of Counterparty Risk
- Collateral Rate
- Margining
- Valuation of Collateralized Derivatives