Omar Elhajjaji

R2M Analytics

24, rue Laffitte

Paris, 75009

France

SCHOLARLY PAPERS

1

DOWNLOADS

432

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

CVA with Wrong Way Risk: Sensitivities, Volatility and Hedging

Number of pages: 29 Posted: 07 Oct 2013
Omar Elhajjaji and Alexander Subbotin
R2M Analytics and Renaissance Finance
Downloads 432 (99,425)

Abstract:

Loading...

CVA, counterparty risk, wrong way risk, hedging, volatility