Journal of Financial Risk Management

Vol.4 No.2(2015), Paper ID 56038, 15 pages

DOI:10.4236/jfrm.2015.42006

 

The Effects of Credit Risk and Funding on the Pricing of Uncollateralized Derivative Contracts

 

R. Abbate

 

SunGard

 

Copyright © 2015 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. (2015) The Effects of Credit Risk and Funding on the Pricing of Uncollateralized Derivative Contracts. Journal of Financial Risk Management, 4, 57-71. doi: 10.4236/jfrm.2015.42006.
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