Modelling, Pricing, and Hedging Counterparty Credit

Pricing

PDF) Coherent global market simulations and securitization measures for counterparty credit risk

Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance) 2010, Cesari, Giovanni, Aquilina, John, Charpillon, Niels, Filipovic, Zlatko, Lee, Gordon, Manda, Ion

Counterparty Credit Risk

Counterparty Credit Risk and CVA under Basel III

Counterparty risk: credit valuation adjustment variability and value-at-risk - Journal of Risk

Pricing Jupyter notebooks – a Swiss Army Knife for Quants

Hedging Strategies with Credit Default Swaps and Constant Default Rate - FasterCapital

Market Risk Solution FRTB and XVA Software

Validating Counterparty Risk Models Martin Goldberg, Ph. D. Presented at Risk Training Managing Model Risk in Pricing and Risk. - ppt download

PPT - Counterparty Credit Risk PowerPoint Presentation, free download - ID:7856250

Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis

Interest Rate Swaps: Value Drivers for These Popular Hedging Tools

Counterparty Credit Risk

Hedging - Defintion, Types, Strategies and Example - How it Works?