Author: Hendricks, Darryll

Sort by: Date / Title       Showing Items: 1 - 2 of 2      
Show:
Netting Agreements and the Credit Exposures of OTC Derivatives Portfolios

Netting Agreements and the Credit Exposures of OTC Derivatives Portfolios


View Issue

Publication:
Economic Review (Federal Reserve Bank of New York)

OCLC:
2737435, 1569027, 4442350, 1781609

ISSN:
0014-9160, 0147-6580, 0361-9826

Authors:

Date: 1994
Authors: Hendricks, Darryll

Price Risk of Options Positions: Measurement and Capital Requirements

Price Risk of Options Positions: Measurement and Capital Requirements


View Issue

Publication:
Economic Review (Federal Reserve Bank of New York)

OCLC:
2737435, 1569027, 4442350, 1781609

ISSN:
0014-9160, 0147-6580, 0361-9826

Authors:

Date: 1994
Authors: Estrella, Arturo, Hendricks, Darryll, Walter, Stefan