Abstract
Let’s start our review of exposure measurement with the most popular method: Brownian Monte Carlo.
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© 2015 Ignacio Ruiz
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Ruiz, I. (2015). Exposure Measurement for Uncollateralised Portfolios. In: XVA Desks — A New Era for Risk Management. Applied Quantitative Finance. Palgrave Macmillan, London. https://doi.org/10.1057/9781137448200_3
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DOI: https://doi.org/10.1057/9781137448200_3
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-68622-3
Online ISBN: 978-1-137-44820-0
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