Dashboard

Now you are in the subtree of Finance public knowledge tree. 

XVA smile models

Pricing Credit Value Adjustment for Interest Rate Swaps under the Cheyette model

A Least-Squares Monte Carlo approach

2012 Advanced Counterparty Risk and CVA via Stochastic Volatility - Ignacio Ruiz

2016 Smile and Default: The Role of Stochastic Volatility and Interest Rates in Counterparty Credit Risk