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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查看完整版本: Titlebook: Credit Risk Management for Derivatives; Post-Crisis Metrics Ivan Zelenko Book 2017 The Editor(s) (if applicable) and The Author(s) 2017 KV