Valuation adjustments and reconciliation with the Modigliani & Miller theorem
De Palma, Roberto (A.A. 2021/2022) Valuation adjustments and reconciliation with the Modigliani & Miller theorem. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 36. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Credit valuation adjustment (CVA). Credit valuation adjustment. Evaluation of the CVA. Numerical example of the evaluation of the CVA. Debit valuation adjustment (DVA). Debit valuation adjustment. Evaluation of the DVA. Numerical example of the evaluation of the DVA. Funding valuation adjustment (FVA). Capital valuation adjustmet (KVA). Reconcilation with the Modigliani & Miller theorem. Modigliani & Miller theorem. Reconciliation between valuation adjustments and M&M theorem.
References
Bibliografia: pp. 32-35.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Mathematical finance |
| Thesis Supervisor: | Biagini, Sara |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 26 Jan 2023 15:13 |
| Last Modified: | 26 Jan 2023 15:13 |
| URI: | https://tesi.luiss.it/id/eprint/34782 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
