Essays about: "Mehdi Belkotain"

Found 1 essay containing the words Mehdi Belkotain.

  1. 1. X-Value Adjustments for Interest Rate Derivatives

    University essay from KTH/Matematisk statistik

    Author : Mehdi Belkotain; [2018]
    Keywords : ;

    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