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.

Copyright © 2019 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.