5 The North Colonnade
London, Canary Wharf E14 4BB
United Kingdom
Barclays Investment Bank
XVA, CVA, FVA, MVA, Friction, Transaction costs, Hedging, Incomplete Markets, Derivatives, Valuation
XVA, AAD, CVA, FVA, KVA, Monte Carlo Simulations, Optimisation, Entropy
XVA, CVA, FVA, MVA, HVA, Friction, Transaction costs, Hedging, Incomplete Markets, Derivatives, Valuation