Journal of Financial Risk Management

Vol.3 No.3(2014), Paper ID 50212, 30 pages

DOI:10.4236/jfrm.2014.33011

 

CSA Discounting: Impacts on Pricing and Risk of Commodity Derivatives

 

R. Abbate

 

Financial Engineering & Quantitative Analysis, SunGard, New York, United States

 

Copyright © 2014 R. Abbate et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Abbate, R. (2014) CSA Discounting: Impacts on Pricing and Risk of Commodity Derivatives. Journal of Financial Risk Management, 3, 113-142. doi: 10.4236/jfrm.2014.33011.
Journals Menu
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1655362766
Paper Publishing WeChat

Copyright © 2024 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.