BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (Q5175222)
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scientific article; zbMATH DE number 6406600
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA |
scientific article; zbMATH DE number 6406600 |
Statements
BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (English)
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20 February 2015
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counterparty risk
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funding costs
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credit valuation adjustment
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backward stochastic differential equation
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