A counterparty valuation adjustment calculation model of multi-counterparties credit default swap (Q2924607)
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scientific article; zbMATH DE number 6365003
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A counterparty valuation adjustment calculation model of multi-counterparties credit default swap |
scientific article; zbMATH DE number 6365003 |
Statements
3 November 2014
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multi-counterparties
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credit exposure
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counterparty valuation adjustment
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0.8782648
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0.8780535
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0.8677881
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0.86699486
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0.86549675
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0.86548734
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0.86495715
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A counterparty valuation adjustment calculation model of multi-counterparties credit default swap (English)
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