نتایج جستجو برای: basket default swaps bds
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Endoscopic ultrasound (EUS)-guided antegrade treatment for biliary disorders was developed for patientswith an altered anatomy [1–5]. This report describes a case of successful EUS-guided bile duct stone (BDS) treatment followed by direct peroral transjejunal-hepatic cholangioscopy in a patient with Roux-en-Y reconstruction. An 80-year-old woman with a BDS and a history of total gastrectomy wit...
We develop an arbitrage-free valuation framework for bilateral counterparty risk, where collateral is included with possible re-hypothecation. We show that the adjustment is given by the sum of two option payoff terms, where each term depends on the netted exposure, i.e. the difference between the on-default exposure and the pre-default collateral account. We then specialize our analysis to Cre...
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