Browsing Università Ca' Foscari Venezia by Author "Sgambaro, Chiara <1992>"

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Browsing Università Ca' Foscari Venezia by Author "Sgambaro, Chiara <1992>"

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  • Counterparty Credit Risk for OTC products and Credit Value Adjustment. 
    Sgambaro, Chiara <1992> (Università Ca' Foscari Venezia, 2017-11-02)
    This thesis has the object to give a general overview of the Credit and Counterparty Risk and to evaluate how the factors linked to this risk influence the price of the OTC products. CCR comes from the probability at default ...