Listar1. Investigación por tema "Finanzas-Modelos matemáticos"
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Mathematical models and numerical methods for XVA in multicurrency setting
(2023)[Abstract] This thesis is devoted to the mathematical modelling and numerical solution of problems related to the valuation of financial options including total value adjustment (XVA) in a multicurrency setting. In order ... -
New approaches to quantification and management of model risk
(2018)[Abstract] The present contribution facuses on the problem of an objective assessment of model risk in practice. In spite of the awareness of model risk significance and the regulatory requirements for its proper management, ...