Results 241 to 244 of about 111,357 (244)

Credit Derivatives Market - Counterparty Risk, Collateral Management and CVA - Regulatory Requirements on Counterparty Credit Risk

SSRN Electronic Journal, 2013
openaire   +1 more source

Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk

International Journal of Computer Mathematics
Iñigo Arregui, Alvaro Leitao, Beatriz Salvador   +2 more
exaly  

Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching

Applied Mathematics and Computation, 2014
exaly  

Counterparty credit risk, transfer of credit risk and wrong-way risk

2007
openaire   +1 more source