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Modelling, Pricing, and Hedging Counterparty Credit

By A Mystery Man Writer

Collateralisation: CVA & FVA - Murex - Alexandre Bon

8.2 Introduction to a credit risk measurement framework

Introduction to SIMM – From First Principles

Modelling, Pricing, and Hedging Counterparty Credit Exposure, Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda, Calcul, 9783642262081

Quantifying Credit Correlation Risk

Counterparty risk: credit valuation adjustment variability and value-at-risk - Journal of Risk

PDF) Counterparty Credit Risk and Credit Value Adjustment Second Edition

Counterparty Risk AnalystPrep - FRM Part 2 Study Notes

Counterparty Credit Risk- CVA,DVA and FVA

Highlight, take notes, and search in the book In this edition, page numbers are just like the physical edition

Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

Full article: Coherent global market simulations and securitization measures for counterparty credit risk

博客來-Counterparty Risk and Funding: A Tale of Two Puzzles