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CVA calculation - Credit Risk - Chapter 14 Gregory
Hi David, This may seem a little silly, but i went through your video review of Gregory's Chapter 14 of the xVA challenge - CVA/DVA. The practice question at the end of the chapter involved using the risk free rate to calculate the discount factor. I did understand the entire calculation of the...- amegupte
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- Forum: P2.T6. Credit Risk (25%)