Fibrinogen
发表于 2025-3-25 06:01:19
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Orthodontics
发表于 2025-3-25 11:04:40
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陶器
发表于 2025-3-25 14:33:52
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obtuse
发表于 2025-3-25 16:34:25
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Cytokines
发表于 2025-3-25 21:03:09
Reshaping Derivatives Markets: The Post-2008 Ambition,mework with the ambition to de-risk, stabilize and make derivatives markets transparent. Seven years through, with much of this agenda implemented, the chapter reviews the unfinished part, the unintended consequences and the new systemic threats.
伸展
发表于 2025-3-26 04:00:38
Outlining Counterparty Credit Risk Exposure,pricing methodologies for derivatives:inclusion of the Credit and Debt Value Adjustments, replacement of the Libor curve by the OIS curve (Overnight Index Swap) as the reference curve for discounting cash flows. The chapter then presents key metrics for measuring Counterparty Exposure and analyses the special case of Wrong-Way risk.
Analogy
发表于 2025-3-26 07:24:47
Adjusting for Credit and Debt Value: CVA and DVA,to the credit spreads of the two counterparties to a portfolio of derivatives. The last section provides a proof of these formulae in a canonic continuous-time, risk neutral derivative market framework.
visceral-fat
发表于 2025-3-26 09:18:46
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不透明性
发表于 2025-3-26 16:07:01
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aggrieve
发表于 2025-3-26 20:35:44
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