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Miniature of Funding Value Adjustments

Funding Value Adjustments

GSB Authors: Darrell Duffie
Date: 2016-03-13
Publication Type: Working Papers

1 Working Papers

1 Stanford GSB Faculty Publications

1 Darrell Duffie

1 banking stability, regulation, efficiency 1 business 1 debit value adjustment 1 debt overhang 1 economics 1 finance 1 financial markets and investment strategies 1 funding value adjustment 1 housing market and economics 1 mathematics 1 statistics 1 swap XVAs 1 value (mathematics)

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