Immacolata Oliva

University of Verona - Department of Computer Science

Post-doc

Strada le Grazie, 15

Verona, 37134

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

158

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Quantization Approach to the Counterparty Credit Exposure Estimation

Number of pages: 30 Posted: 11 Mar 2015
Iason Ltd, University of Verona - Department of Computer Science, University of Verona - Department of Computer Science and Banca Profilo
Downloads 108 (273,768)

Abstract:

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2.

Pricing of Counterparty Risk and Funding With CSA Discounting, Portfolio Effects and Initial Margin

Number of pages: 42 Posted: 12 Jun 2019 Last Revised: 14 Apr 2020
Francesca Biagini, Alessandro Gnoatto and Immacolata Oliva
University of Bologna - Department of Mathematics, University of Verona - Department of Economics and University of Verona - Department of Computer Science
Downloads 50 (421,555)
Citation 2

Abstract:

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CVA, DVA, FVA, CollVA, xVA, EPE, PFE, Basel III, Collateral