Top View
- Adjust Your Perspective. Valuations & Risk
- Xva Goes Mainstream Xva Goes Mainstream 1
- XVA Principles, Nested Monte Carlo Strategies, and GPU Optimizations
- Global Risk Management
- Counterparty Credit Risk, Funding Risk and Central Clearing
- The Many Shapes & Colours of Equity Hedge Fund Strategies
- Rethinking XVA Sensitivities Making Them Universally Achievable
- PDE Models and Numerical Methods for Total Value Adjustment in European and American Options with Counterparty Risk
- MIZUHO IR Day 2019
- XVA Analysis from the Balance Sheet
- XVA Desks – a New Era for Risk Management
- Understanding CVA, DVA, and FVA: Examples of Interest Rate Swap Valuation
- The XVA of Financial Derivatives: CVA, DVA and FVA Explained
- XVA: About CVA, DVA, FVA and Other Market Adjustments Preprint of Opinion and Debates∗ Num
- XVA Analysis and the Embedded Probabilistic, Risk Measure, and Machine Learning Issues
- XVA Principles, Nested Monte Carlo Strategies, and GPU Optimizations Lokman Abbas-Turki, Stéphane Crépey, Babacar Diallo
- XVA Analysis from the Balance Sheet
- More Than a Thousand-Fold Speed- up for Xva Pricing Calculations with Intel® Xeon® Scalable Processors