Essays about: "Mehdi Belkotain"
Found 1 essay containing the words Mehdi Belkotain.
University essay from KTH/Matematisk statistik
Abstract : In this report, we present the X-Value Adjustments and we introduce a simulation approach to compute these adjustments. We present the steps for the calculation of the Credit Value Adjustment (CVA) on interest rate derivatives as a practical example. READ MORE