London
United Kingdom
Bank of America - Bank of America Merrill Lynch
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Counterparty risk, CVA, FVA, Funding, Collateral, PDE, Feynman-Kac theorem
Counterparty risk, Credit Valuation Adjustment, Funding costs, PDE, Feynman-Kac Theorem
Derivative funding cost adjustment, CVA, Central funding unit, Balance sheet management
Funding valuation adjustment, FVA
Derivatives, Funding, Netting, Accounting, FVA, XVA, DVA, CVA, FTP
Counterparty risk, Closeout rules, CVA, FVA, Funding, PDE, Feynman-Kac theorem
Corridor variance swap, conditional variance swap, super replication, model independent replication, hedging error
