CVA volatility risk: is it better to manage it directly or by restructuring?
Dimauro, Carla (A.A. 2010/2011) CVA volatility risk: is it better to manage it directly or by restructuring? Tesi di Laurea in Metodi matematici per economia e finanza, LUISS Guido Carli, relatore Fausto Gozzi, pp. 90. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Standard CSA structuring and modelling. The regulatory approach to CCR. How to tackle CVA volatility risk. Coherent global valuation.
References
Bibliografia: pp. 87-89.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Metodi matematici per economia e finanza |
| Thesis Supervisor: | Gozzi, Fausto |
| Thesis Co-Supervisor: | Curcio, Domenico |
| Academic Year: | 2010/2011 |
| Session: | Autumn |
| Deposited by: | Maria Teresa Nisticò |
| Date Deposited: | 17 Jan 2012 18:01 |
| Last Modified: | 19 May 2015 23:00 |
| URI: | https://tesi.luiss.it/id/eprint/6615 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
