Study on counterparty risk and wrong way risk with Bilateral Credit Valuation Adjustment
碩士 === 國立清華大學 === 計量財務金融學系 === 106
Main Authors: | Lee, Chen-Hsiu, 李承修 |
---|---|
Other Authors: | Chung, Ching-Fan |
Format: | Others |
Language: | zh-TW |
Published: |
2018
|
Online Access: | http://ndltd.ncl.edu.tw/handle/qgxx9h |
Similar Items
-
Credit Valuation Adjustment and Pricing for European Option with Bilateral Counterparty Credit Risk and Wrong-Way Risk
by: Jun-Wen Gai, et al.
Published: (2012) -
The Modeling of Counterparty Credit Risk and Wrong Way Risk
by: Wang, Jun-Lin, et al.
Published: (2017) -
Value at Risk of Derivatives including Counterparty Credit Risk and Wrong Way Risk
by: Hsu, Che Lun, et al.
Published: (2016) -
Impact of Closeout on Credit Valuation Adjustment and Pricing for Financial Instruments with Bilateral Counterparty Credit Risk
by: Pei-Wen Luo, et al.
Published: (2012) -
Wrong-way risk in stock swaps: measuring counterparty credit risk and CVA
by: Ibelli, Rodrigo Trintino
Published: (2015)