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• An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk

  Author(s):

  Tim Xiao (see profile)

  Date:

  2015

  Group(s):

  Business Management, Scholarly Communication

  Subject(s):

  Economics, Knowledge management, Commercial statistics

  Item Type:

  Article

  Tag(s):

  asset pricing, credit value adjustment, wrong way risk, credit risk modeling, default time approach, Business data

  Search term matches:

  Title

  ... An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk ...

  Tag

  ... wrong way risk ...

  Full Text

  ... 1 An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk ...

  
  

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