Results 81 to 88 of about 1,828 (88)

Nonlinearity Valuation Adjustment

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

Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain

Economic Modelling, 2014
Yinghui Dong
exaly  

BOUNDING WRONG‐WAY RISK IN CVA CALCULATION

Mathematical Finance, 2018
exaly  

An adjustment to the 1997 estimate for new prostate cancer cases

Ca-A Cancer Journal for Clinicians, 1997
exaly  

CVA and DVA: Credit and Debit Valuation Adjustment Models

2015
exaly  

CVA Risk Warehousing and Tax Valuation Adjustment (TVA)

2015
exaly  

Unilateral CVA for Credit with WWR

2013
exaly  

Counterparty Risk and Credit Valuation Adjustment

2012
exaly