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Mathematical Finance

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Mathematical Finance

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Research Frontiers in Counterparty Credit Risk and CVA

Modeling and valuation of credit valuation adjustments for over-the-counter derivatives considering bilateral default risk.

Contagion Dynamics in Multilayer Counterparty Networks
Machine Learning Detection of Hidden Interconnectedness Risk
Non-Linear CVA Under Regime-Switching Market Regimes
Collateral Optionality and Dynamic Hedging Constraints
Stochastic Correlation Breakdown in Stress Scenarios
Central Clearing Paradoxes and Residual Systemic Risk
XVA Collateral Frameworks Under Liquidity Constraints
Quantum Computing Applications in CVA Computation
Information Asymmetry and Counterparty Default Prediction
Funding Valuation Adjustment in Non-Standard Baskets

All Mathematical Finance PhD categories