Skip to contents Vinholes, Luiz Carlos [Author] Tempo-espaco : XIII, XV, XVa Notated Music Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Sao Paulo: Ed. Novas Metas, c 1980 Diallo, Babacar [Author] ; Université Paris-Saclay (ComUE) [Contributor]; Crépey, Stéphane [Contributor] X-Valuation adjustments computations by nested simulation on graphics processing units ; Calcul de XVAs par simulation imbriquée sur graphics processing units Thesis View online Schließen > Links http://www.theses.fr/2019SACLE027/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2019-12-09 Anfuso, Fabrizio [Author] Bridging the Gap Risk Reloaded : A Comprehensive Methodology for Wrong Way Risk and Leveraged Exposures Books View online Schließen > Access https://ssrn.com/abstract=4456371 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Arnsdorf, Matthias [Author] Leveraged Wrong-Way Risk Books View online Schließen > Access https://ssrn.com/abstract=4340426 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Chataigner, Marc [Author] ; université Paris-Saclay [Contributor]; Crépey, Stéphane [Contributor] Quelques contributions de l'apprentissage statistique à la finance : volatilité, nowcasting, compression de cva ; Some contributions of machine learning to quantitative finance : volatility, nowcasting, cva compression Thesis View online Schließen > Links http://www.theses.fr/2021UPASM045/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2021-10-18 Tshehla, Godfrey [Author] Derivatives Pricing with xVAs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4437112 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Colonna, Graziana [Author]; Ferreiro-Ferreiro, Ana M. [Author]; García-Rodríguez, José A. [Author]; Vázquez Cendón, Carlos [Author] A Multi-Level Monte Carlo Lagrange-Galerkin Method for Solving a XVA Hybrid Model in European Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4353116 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Trevisiani, Davide [Author]; German Lopez, Jose [Author]; Kenyon, Chris [Author]; Vazquez Cendon, Carlos [Author]; Berrahoui, Mourad [Author] Rationale and Design of a Scope 3 Capital Charge Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4500411 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Puetter, Christoph M [Author]; Renzitti, Stefano [Author] One-factor Hull-White Model Calibration for CVA - Part I : Instrument Selection With a Kink Books View online Schließen > Access https://ssrn.com/abstract=3659430 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Puetter, Christoph M [Author]; Renzitti, Stefano [Author] One-factor Hull-White Model Calibration for CVA - Part II : Optimizing the Mean Reversion Parameter Books View online Schließen > Access https://ssrn.com/abstract=3659443 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Chataigner, Marc [Author]; Crépey, Stéphane [Author] Credit valuation adjustment compression by genetic optimization Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2019 Green, Andrew David [Author] ; Kenyon, Chris [Other] XVA at the Exercise Boundary Books View online Schließen > Access https://ssrn.com/abstract=2814619 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Mast, Gijs [Author]; Shen, Xiaoyu [Author]; Fang, Fang [Author] Fast Calculation of Potential Future Exposure and XVA Sensitivities Using Fourier Series Expansion Books View online Schließen > Access https://ssrn.com/abstract=4473887 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Renzitti, Stefano [Author] Structured XVAs : Diffusive Portfolios Books View online Schließen > Access https://ssrn.com/abstract=4409846 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Saadeddine, Bouazza [Author] ; université Paris-Saclay [Contributor]; Crépey, Stéphane [Contributor] Learning From Simulated Data in Finance : XVAs, Risk Measures and Calibration ; Apprentissage sur données simulées en finance : XVAs, mesures de risque et calibration Thesis View online Schließen > Links http://www.theses.fr/2022UPASM024/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2022-10-21 Brigo, Damiano [Author]; Graceffa, Federico [Author]; Kalinin, Alexander [Author] Mild to Classical Solutions for XVA Equations Under Stochastic Volatility Books View online Schließen > Access https://ssrn.com/abstract=3992507 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Renzitti, Stefano [Author] Structured XVAs Books View online Schließen > Access https://ssrn.com/abstract=4281817 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Lou, Wujiang [Author] ; Xu, Gavin [Other] An Integrated OTC Derivatives Risk Capital Framework Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3248076 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Bichuch, Maxim [Author] ; Capponi, Agostino [Other]; Sturm, Stephan [Other] Robust XVA Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3124586 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Bichuch, Maxim [Author] ; Capponi, Agostino [Other]; Sturm, Stephan [Other] Arbitrage-Free XVA Books View online Schließen > Access https://ssrn.com/abstract=2820257 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Vinholes, Luiz Carlos [Author] Tempo-espaco : XIII, XV, XVa Notated Music Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Sao Paulo: Ed. Novas Metas, c 1980
Diallo, Babacar [Author] ; Université Paris-Saclay (ComUE) [Contributor]; Crépey, Stéphane [Contributor] X-Valuation adjustments computations by nested simulation on graphics processing units ; Calcul de XVAs par simulation imbriquée sur graphics processing units Thesis View online Schließen > Links http://www.theses.fr/2019SACLE027/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2019-12-09
Anfuso, Fabrizio [Author] Bridging the Gap Risk Reloaded : A Comprehensive Methodology for Wrong Way Risk and Leveraged Exposures Books View online Schließen > Access https://ssrn.com/abstract=4456371 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Arnsdorf, Matthias [Author] Leveraged Wrong-Way Risk Books View online Schließen > Access https://ssrn.com/abstract=4340426 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Chataigner, Marc [Author] ; université Paris-Saclay [Contributor]; Crépey, Stéphane [Contributor] Quelques contributions de l'apprentissage statistique à la finance : volatilité, nowcasting, compression de cva ; Some contributions of machine learning to quantitative finance : volatility, nowcasting, cva compression Thesis View online Schließen > Links http://www.theses.fr/2021UPASM045/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2021-10-18
Tshehla, Godfrey [Author] Derivatives Pricing with xVAs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4437112 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Colonna, Graziana [Author]; Ferreiro-Ferreiro, Ana M. [Author]; García-Rodríguez, José A. [Author]; Vázquez Cendón, Carlos [Author] A Multi-Level Monte Carlo Lagrange-Galerkin Method for Solving a XVA Hybrid Model in European Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4353116 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Trevisiani, Davide [Author]; German Lopez, Jose [Author]; Kenyon, Chris [Author]; Vazquez Cendon, Carlos [Author]; Berrahoui, Mourad [Author] Rationale and Design of a Scope 3 Capital Charge Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4500411 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Puetter, Christoph M [Author]; Renzitti, Stefano [Author] One-factor Hull-White Model Calibration for CVA - Part I : Instrument Selection With a Kink Books View online Schließen > Access https://ssrn.com/abstract=3659430 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Puetter, Christoph M [Author]; Renzitti, Stefano [Author] One-factor Hull-White Model Calibration for CVA - Part II : Optimizing the Mean Reversion Parameter Books View online Schließen > Access https://ssrn.com/abstract=3659443 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Chataigner, Marc [Author]; Crépey, Stéphane [Author] Credit valuation adjustment compression by genetic optimization Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2019
Green, Andrew David [Author] ; Kenyon, Chris [Other] XVA at the Exercise Boundary Books View online Schließen > Access https://ssrn.com/abstract=2814619 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Mast, Gijs [Author]; Shen, Xiaoyu [Author]; Fang, Fang [Author] Fast Calculation of Potential Future Exposure and XVA Sensitivities Using Fourier Series Expansion Books View online Schließen > Access https://ssrn.com/abstract=4473887 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Renzitti, Stefano [Author] Structured XVAs : Diffusive Portfolios Books View online Schließen > Access https://ssrn.com/abstract=4409846 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Saadeddine, Bouazza [Author] ; université Paris-Saclay [Contributor]; Crépey, Stéphane [Contributor] Learning From Simulated Data in Finance : XVAs, Risk Measures and Calibration ; Apprentissage sur données simulées en finance : XVAs, mesures de risque et calibration Thesis View online Schließen > Links http://www.theses.fr/2022UPASM024/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2022-10-21
Brigo, Damiano [Author]; Graceffa, Federico [Author]; Kalinin, Alexander [Author] Mild to Classical Solutions for XVA Equations Under Stochastic Volatility Books View online Schließen > Access https://ssrn.com/abstract=3992507 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Renzitti, Stefano [Author] Structured XVAs Books View online Schließen > Access https://ssrn.com/abstract=4281817 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Lou, Wujiang [Author] ; Xu, Gavin [Other] An Integrated OTC Derivatives Risk Capital Framework Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3248076 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Bichuch, Maxim [Author] ; Capponi, Agostino [Other]; Sturm, Stephan [Other] Robust XVA Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3124586 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Bichuch, Maxim [Author] ; Capponi, Agostino [Other]; Sturm, Stephan [Other] Arbitrage-Free XVA Books View online Schließen > Access https://ssrn.com/abstract=2820257 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
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