CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions.
Year of publication: |
2013-02-07
|
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Authors: | García Muñoz, Luis Manuel |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | García Muñoz, Luis Manuel (2013): CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions. |
Classification: | G12 - Asset Pricing ; G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing |
Source: | BASE |
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