2010
On Asymmetric Funding of Swaps and Derivatives - A Funding Cost Explanation of Negative Swap Spreads
SSRN Electronic Journal OA
11
cites
Faculty
Wujiang Lou is a scholar at Courant Institute of Mathematical Sciences. Research spans Banking stability, regulation, efficiency, Credit Risk and Financial Regulations, Stochastic processes and financial applications. 49 works, 67 citations (h-index 5).
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Affiliation on publications · Courant Institute of Mathematical Sciences
SSRN Electronic Journal OA
SSRN Electronic Journal OA