Sökning: "Otto Franzen"
Hittade 1 uppsats innehållade orden Otto Franzen.
1. Credit Valuation Adjustment: In theory and practice
Master-uppsats, KTH/Matematisk statistikSammanfattning : This thesis is intended to give an overview of creditvaluation adjustment (CVA) and adjacent concepts. Firstly, the historicalevents that preceded the initiative to reform the Basel regulations and tointroduce CVA as a core component of counterparty credit risk are illustrated. LÄS MER
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