A tag is a keyword or label that categorizes your question with other, similar questions. Using the right tags makes it easier for others to find and answer your question.
|Type to find tags:|
|correlation-matrix× 27||counterparty-risk× 6||
A measure of the degree of linear association between a pair of random variables.
Fixed-income instruments whose price depends in large part upon judgments of the creditworthiness of a corporation or government.
The risk that a borrower will default on any type of debt by failing to make required payments and that the corresponding lender suffers a loss.
||currency× 39||curve-fitting× 11|
The Credit Value Adjustment, or CVA for short, is the difference between the risk free value and the value including counterparty risk of a contract or portfolio.
Questions about handling, obtaining, generating, or analyzing all types of financial or economic data.
||debt× 5||default× 16||default-probability× 15|
|default-risk× 5||delta× 17||delta-hedging× 24||delta-neutral× 11|
|density× 6||dependence× 6||derivation× 6||derivatives× 84|
||differential-equations× 19||digital-signal-processing× 7||