CVA and FVA to derivatives trades collateralized by cash (Q2947349)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6484384
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | CVA and FVA to derivatives trades collateralized by cash |
scientific article; zbMATH DE number 6484384 |
Statements
CVA AND FVA TO DERIVATIVES TRADES COLLATERALIZED BY CASH (English)
0 references
22 September 2015
0 references
counterparty default risk
0 references
credit valuation adjustment
0 references
funding valuation adjustment
0 references
partial differential equation
0 references
0 references
0.8178341388702393
0 references
0.7977715730667114
0 references
0.7931692004203796
0 references
0.7844446301460266
0 references
0.7808917760848999
0 references
