Counterparty risk, collateral and funding across asset classes with arbitrage-free dynamical models London Graduate School in Mathematical Finance - MF6 Course London, Nov 6,7,13,14, 2012 - CVA - Document - PDFSEARCH.IO

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Date: 2013-04-15 06:56:46 Mathematical finance United States housing bubble Financial risk Credit Valuation Adjustment Credit default swap Credit risk CVA Futures contract Basel III Financial economics Finance Damiano Brigo		Counterparty risk, collateral and funding across asset classes with arbitrage-free dynamical models London Graduate School in Mathematical Finance - MF6 Course London, Nov 6,7,13,14, 2012 Add to Reading List Source URL: www.damianobrigo.it Download Document from Source Website File Size: 4,57 MB Share Document on Facebook

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