Credit value adjustment with market-implied recovery
Year of publication: |
2019
|
---|---|
Authors: | François, Pascal ; Jiang, Weiyu |
Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 56.2019, 2, p. 145-166
|
Subject: | CVA | Implied recovery | Credit risk | OTC derivatives | Kreditrisiko | Derivat | Derivative | Theorie | Theory | OTC-Handel | OTC market | Kreditderivat | Credit derivative |
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