Pages that link to "Item:Q2947349"
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The following pages link to CVA AND FVA TO DERIVATIVES TRADES COLLATERALIZED BY CASH (Q2947349):
Displaying 6 items.
- Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures (Q1749526) (← links)
- Integrated structural approach to credit value adjustment (Q1991244) (← links)
- A Risk-Sharing Framework of Bilateral Contracts (Q5112729) (← links)
- xVA: DEFINITION, EVALUATION AND RISK MANAGEMENT (Q5221482) (← links)
- Binary funding impacts in derivative valuation (Q6054135) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)