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2025
Mark Interest Rate Modelling for Counterparty Credit Risk and Credit Valuation Adjustment
Johansson, Anton ^LU (2025) In Master's Theses in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
Mark Better hedging of CVA with reinforcement learning
Byman, Isabelle ^LU and Karlsson, Oscar (2025) In Master's Thesis in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
2022
Mark Neural Networks for Credit Risk and xVA in a Front Office Pricing Environment
Frodé, Isabelle ^LU and Sambergs, Viktor ^LU (2022) In Master’s Theses in Mathematical Sciences FMSM01 20221
Mathematical Statistics
- Master (Two yrs)
2017
Mark Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure
Gustavsson, Johan (2017) In Master's Theses in Mathematical Sciences FMS820 20171
Mathematical Statistics
- Master (Two yrs)
2013
Mark Credit Value Adjustment
Ahlberg, Johan (2013) In Master's Theses in Mathematical Sciences FMS820 20132
Mathematical Statistics
- Master (Two yrs)
2002
Mark Guide för värdebaserad styrning - utifrån en tillämpning av CVA
Dorselius, Cecilia ; Permsjö, Josefin ; Petersson, Maria and Fäldt, Ulrika (2002)
Department of Business Administration
- Master (One yr)

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