Structural Pricing of Bilateral Counterparty Risk including Funding Costs: the XVA’s for Energy-Commodities OTC deals
Tipologia:
Luogo:
PS
Aula:
6
Nota:
Dott. Vincenzo Eugenio Corallo (Ph.D student in Finance and Economics Doctoral School of Economics (DSE) - Sapienza University of Rome)
Riferimento DEI: Prof.ssa S. Angilella