Munich Personal RePEc Archive

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Number of items: 4.

7 February 2013

García Muñoz, Luis Manuel (2013): CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions.

2 October 2013

García Muñoz, Luis Manuel (2013): Interest rate modeling under multiple discounting curves.

1 February 2015

García Muñoz, Luis Manuel and de Lope Contreras, Fernando and Palomar Burdeus, Juan Esteban (2015): Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA & FVA.

14 November 2016

García Muñoz, Luis Manuel and Palomar Burdeus, Juan Esteban and de Lope Contreras, Fernando (2016): A retained earnings consistent KVA approach and the impact of taxes.

This list was generated on Fri Aug 23 17:11:30 2019 CEST.
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