Essays about: "Berglind Halldórsdóttir"
Found 1 essay containing the words Berglind Halldórsdóttir.
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1. CVA for IR-Swaps under Wrong Way Risk. A numerical evaluation using a semi-analytical model
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis examines the background and nature of credit value adjustment (CVA), a concept that has heightened in its importance in the financial market after the 2008 financial crisis. Credit value adjustment is defined as a price deducted from the risk-free value of a bilateral derivative to adjust for the counterparty credit risk (CCR). READ MORE
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