A quantitative risk-based approach for the qualification of risks and the determination of the implicit costs in debt contracts with underlying derivatives.
Tag:
Euro Working Group, Financial modelling, paradigm, Text translated automatically, 11972, Consob, Marcello Minenna, probability scenario, structured products, Esma
Every opinion expressed in the content of this website is exclusively that of the author.
Reposting articles does not imply endorsement.
Any use of logos is exclusively for graphic display purposes.
