Work

CVA Computation for Counterparty Risk Assessment in Credit Portfolios

Year: 2011

Type: other

DOI: 10.1002/9781118531839.ch12

Authors: Samson Assefa, Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc

Institutions: Illinois Institute of Technology, Université d'Évry Val-d'Essonne

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1553328838

Cites: 22

Cited by: 55

Related to: 10