Credit Valuation Adjustment
Credit risk has become a topical issue since the 2007 Credit Crisis, particularly for its impact on the valuation of OTC derivatives. This becomes critical when the credit risk of entities involved in a contract either as underlying or counterparty become highly correlated as is the case during macr...
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| Формат: | Диссертация |
| Опубликовано: |
oxford university;mathematical institute
2011
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