Credit derivative evaluation and CVA under the benchmark approach (Q2013322)
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scientific article; zbMATH DE number 6761454
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| English | Credit derivative evaluation and CVA under the benchmark approach |
scientific article; zbMATH DE number 6761454 |
Statements
Credit derivative evaluation and CVA under the benchmark approach (English)
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17 August 2017
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credit derivatives
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credit valuation adjustment
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benchmark approach
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affine processes
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real world pricing
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