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• The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment

  Author(s):

  Tim Xiao (see profile)

  Date:

  2020

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Article

  Tag(s):

  credit value adjustment (CVA), credit risk modeling, financial derivative valuation, collateralization, margin and netting.

  Search term matches:

  Tag

  ... margin and netting. ...

  Full Text

  ... adjustment (CVA), credit risk modeling, financial derivative valuation, collateralization, margin ...

  
  

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