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100%
Credit Value Adjustment
Glossary of Terms CVA - Credit Value Adjustment: The adjustment made to the MTM of a derivative to reflect the...
Revision #5 Posted to
Credit Risk
by
Alan Edwards
on 14 Sep 2009
100%
CVA from a Technologists Perspective
Preface The recent change in OTC trading practices has resulted in the demand for accurate credit risk fees to...
Revision #1 Posted to
Credit Risk
by
AlexMuirhead
on 10 Sep 2009
100%
Notes on Interfacing C/C++ Quant Libraries from .Net (C#/VB/CLI)
Introduction Interacting with C or C++ Quant libraries from .Net is often a major concern for managers of modern...
Revision #1 Posted to
Tactical Development Services
by
AlexMuirhead
on 10 Sep 2009
100%
Exposure Measurement
Introduction Credit Exposure (CE) is calculatd from the maximal mark-to-market (MtM) obtained over a an appropriate...
Revision #7 Posted to
Credit Risk
by
Alan Edwards
on 8 Sep 2009
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