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Showing 1 to 1 of 1 for “"XVA pricing"”.
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A practical implementation of XVA in the new normal
… to the field of Total Value Adjustment (XVA) pricing. An in-depth analysis on the funding invariance principle suggested by Elouerkhaoui is provided followed by a model implementation. The core aim of this dissertation is to review XVA valuations from a practitioners perspective using the …