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  • An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk

    Author(s):
    Tim Xiao (see profile)
    Date:
    2015
    Group(s):
    Business Management, Scholarly Communication
    Subject(s):
    Economics, Knowledge management, Commercial statistics
    Item Type:
    Article
    Tag(s):
    asset pricing, credit value adjustment, wrong way risk, credit risk modeling, default time approach, Business data
    Search term matches:
    Title
    ... An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk ...
    Tag
    ... wrong way risk ...
    Full Text
    ... 1 An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk ...

Viewing item 1 to 1 (of 1 items)

  • Author
    • Tim Xiao 1X
  • Group
    • Business Management 1X
    • Scholarly Communication 1X
  • Subject
    • Commercial statistics 1X
    • Economics 1X
    • Knowledge management 1X
    • more>>
  • Item Type
    • Article 1X
  • Date
    • 2015 1X
  • File Type
    • Text 1X

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