South Kensington Campus,Imperial College
LONDON, SW7 2AZ
United Kingdom
Imperial College London-Department of Mathematics
SSRN RANKINGS
in Total Papers Citations
Credit Valuation Adjustment, Counterparty Credit Risk, Funding Valuation Adjustment, Funding Costs, Collateralization, Non-linearity Valuation Adjustment, Derivatives Pricing, CVA, DVA, LVA, FVA, NVA, Funding-DVA, semi-linear PDE, BSDE, Nonlinear Valuation, Nonlinear Feynman-Kac, Least-squares Monte
Funding cost, cost of funding, funding and discounting, self-financing strategy, trading strategies, hedging
Optimal transport, forward smile, linear programme