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Abstract and Applied Analysis
Volume 2014, Article ID 412890, 12 pages
http://dx.doi.org/10.1155/2014/412890
Research Article

Total Return Swap Valuation with Counterparty Risk and Interest Rate Risk

1School of Business Information, Shanghai University of International Business and Economics, Shanghai 201620, China
2Department of Mathematics, Shanghai Jiaotong University, Shanghai 200240, China

Received 17 January 2014; Accepted 28 April 2014; Published 28 May 2014

Academic Editor: Imran Naeem

Copyright © 2014 Anjiao Wang and Zhongxing Ye. 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

Anjiao Wang and Zhongxing Ye, “Total Return Swap Valuation with Counterparty Risk and Interest Rate Risk,” Abstract and Applied Analysis, vol. 2014, Article ID 412890, 12 pages, 2014. https://doi.org/10.1155/2014/412890.