Essays about: "Nomura model"
Found 1 essay containing the words Nomura model.
University essay from KTH/Matematisk statistik
Abstract : Since the default of Lehman Brothers in 2008, it has become increasingly important to measure, manage and price the default risk in financial derivatives. Default risk in financial derivatives is referred to as counterparty credit risk (CCR). The price of CCR is captured in Credit Valuation Adjustment (CVA). READ MORE