London , WC2R 2LS
King's College London, Department of Mathematics
in Total Papers Citations
Funding cost, cost of funding, funding and discounting, self-financing strategy, trading strategies, hedging
Credit Valuation Adjustment, Unilateral CVA, Bilateral CVA, Simplified Bilateral CVA, Debit Valuation Adjustment, Closeout, Equity Forward Contract, Zero coupon bond, Bivariate exponential distributions, Gumbel bivariate exponential distributions
Hedging, funding costs, counterparty risk, credit risk, re-purchase agreement, repo market, valuation adjustments, dividends
risk-neutral valuation, replication, funding costs, default, collateral
Pairs Trading, Cointelation, Portfolio Optimization, Stochastic Control, Band-wise Gaussian Mixture, Deep Learning
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