Modelling, Pricing, and Hedging Counterparty Credit

CVA, Wrong Way Risk, Hedging and Bermudan Swaption Munich Personal RePEc Archive

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

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

Counterparty Credit Risk

Counterparty Credit Risk Job Description

ion manda - AbeBooks

PDF] X-Value Adjustments for Interest Rate Derivatives

American Monte Carlo: A Practitioner Approach

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