Wealth Transfers, Indifference Pricing, and XVA Compression Schemes (Q5132616)
From MaRDI portal
scientific article; zbMATH DE number 7273641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wealth Transfers, Indifference Pricing, and XVA Compression Schemes |
scientific article; zbMATH DE number 7273641 |
Statements
Wealth Transfers, Indifference Pricing, and XVA Compression Schemes (English)
0 references
12 November 2020
0 references
counterparty risk
0 references
credit/debt valuation adjustment (CVA and DVA)
0 references
market incompleteness
0 references
wealth transfer
0 references
cost of capital
0 references
funding valuation adjustment (FVA)
0 references
margin valuation adjustment (MVA)
0 references
cost of capital (KVA)
0 references
funds transfer price (FTP)
0 references
0 references
0 references
0 references
