Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Nonlinearity Valuation Adjustment - MaRDI portal

Nonlinearity Valuation Adjustment (Q4689899)

From MaRDI portal
scientific article; zbMATH DE number 6959379
Language Label Description Also known as
English
Nonlinearity Valuation Adjustment
scientific article; zbMATH DE number 6959379

    Statements

    title
    Nonlinearity Valuation Adjustment (English)
    0 references
    author
    Damiano Brigo
    0 references
    Qing D. Liu
    0 references
    Andrea Pallavicini
    0 references
    David Sloth
    0 references
    publication date
    22 October 2018
    0 references
    zbMATH Keywords
    nonlinear valuation
    0 references
    nonlinear valuation adjustment NVA
    0 references
    credit risk
    0 references
    credit valuation adjustment CVA
    0 references
    funding costs
    0 references
    funding valuation adjustment FVA
    0 references
    consistent valuation
    0 references
    collateral
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G40
    0 references
    60H10
    0 references
    91G20
    0 references
    zbMATH DE Number
    6959379
    0 references
    OpenAlex ID
    W2557549539
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4689899&oldid=36438295"
    Powered by MediaWiki