Modelling, Pricing, and Hedging Counterparty Credit

Counterparty risk: Mitigating Counterparty Risk in Forward Commitments - FasterCapital

eCFR :: 12 CFR 3.132 -- Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.

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

PDF) Hedge using options on credit default swaps An applied study on the data of an American energy company

Quantifying Credit Correlation Risk

hedging - Can you fully hedge an option in the presence of counterparty risk? - Quantitative Finance Stack Exchange

خرید و قیمت دانلود کتاب Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide - بلیان

Collateralisation: CVA & FVA - Murex - Alexandre Bon

خرید و قیمت دانلود کتاب Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide - بلیان

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

クリアランス 洋書 Modelling Pricing and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)