Nonlinearity Valuation Adjustment (Q4689899)
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scientific article; zbMATH DE number 6959379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinearity Valuation Adjustment |
scientific article; zbMATH DE number 6959379 |
Statements
Nonlinearity Valuation Adjustment (English)
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22 October 2018
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nonlinear valuation
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nonlinear valuation adjustment NVA
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credit risk
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credit valuation adjustment CVA
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funding costs
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funding valuation adjustment FVA
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consistent valuation
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collateral
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