Results 231 to 240 of about 101,869 (240)

Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks

Journal of Financial Engineering, 2014
Damiano Brigo, Andrea Pallavicini
exaly  

Risk Perspective of Credit Valuation Adjustment

2020
openaire   +1 more source

Nonlinearity Valuation Adjustment

Springer Proceedings in Mathematics and Statistics, 2016
Damiano Brigo, Andrea Pallavicini
exaly  

An adjustment to the 1997 estimate for new prostate cancer cases

Ca-A Cancer Journal for Clinicians, 1997
exaly  

The role of credit ratings on capital structure and its speed of adjustment: an international study

European Journal of Finance, 2018
Michal Wojewodzki, Jianfu Shen
exaly  

Unilateral counterparty risk valuation of CDS using a regime-switching intensity model

Statistics and Probability Letters, 2014
Yinghui Dong
exaly  

XVA: Credit, Funding and Capital Valuation Adjustments

2015
openaire   +1 more source

FVA and Electricity Bill Valuation Adjustment—Much of a Difference?

Springer Proceedings in Mathematics and Statistics, 2016
exaly  

CVA and DVA: Credit and Debit Valuation Adjustment Models

2015
exaly  

Counterparty Risk and Credit Valuation Adjustment

2012
exaly