COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA (Q5299992)
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scientific article; zbMATH DE number 6180164
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA |
scientific article; zbMATH DE number 6180164 |
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COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA (English)
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24 June 2013
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counterparty risk
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credit valuation adjustment (CVA)
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debt valuation adjustment (DVA)
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liquidity valuation adjustment (LVA)
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backward stochastic differential equation (BSDE)
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interest rate swap
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