Essays about: "Dan Franzén"
Found 1 essay containing the words Dan Franzén.
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1. Credit Valuation Adjustment: In theory and practice
University essay from KTH/Matematisk statistikAbstract : This thesis is intended to give an overview of creditvaluation adjustment (CVA) and adjacent concepts. Firstly, the historicalevents that preceded the initiative to reform the Basel regulations and tointroduce CVA as a core component of counterparty credit risk are illustrated. READ MORE
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