Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 39116

The exposure is the total amount of money an investor can loose after arising of negative event.

4 votes
1 answer
1k views

How to interpret the (expected) exposure and CVA of an option or a single share

I've done some computations on the formula for the expected exposure and this yielded that the expected exposure of both the option and the share, are equal to their initial value, i.e. … Could anyone help me in clarifying what the concept of exposure/expected exposure means for these two objects? …
Charlie Shuffler's user avatar