Modeling and Quantifying of the Global Wrong Way Risk

Journal of Financial Risk Management

ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.net/journal/jfrm
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"Modeling and Quantifying of the Global Wrong Way Risk"
written by Badreddine Slime,
published by Journal of Financial Risk Management, Vol.6 No.3, 2017

has been cited by the following article(s):

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[1]	CVA with wrong-way risk and correlation between defaults: An application to an interest rate swap
	Revista de Economía y Finanzas, 2023

[2]	Modeling the optimal management of the distribution of profits of an oil and gas company taking into account risks
	2020

[3]	Valor razonable de un swap: CVA y DVA. Una aproximación binomial
	2020

[4]	Model independent WWR for regulatory CVA and for accounting CVA and FVA
	arXiv preprint arXiv:2003.03403, 2020

[5]	Fair value of a swap: CVA and DVA. A binomial approximation
	2019

[1]	Recent Advancements in Computational Finance and Business Analytics Learning and Analytics in Intelligent Systems, 2024 DOI:10.1007/978-3-031-70598-4_9

[2]	Modeling the optimal management of the distribution of profits of an oil and gas company taking into account risks CEUR Workshop Proceedings, Vol-2713: Proceedings of the Selected Papers of the Special Edition of International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2-MLPEED 2020), 2020 DOI:10.55056/ceur-ws.org/Vol-2713/paper04.pdf

[3]	Model Independent WWR for Regulatory CVA and for Accounting CVA and FVA SSRN Electronic Journal , 2020 DOI:10.2139/ssrn.3547866

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