Recent Comments
Vincent on A crash course in CVA cal… Alluve on A crash course in CVA cal… Vincent on A crash course in CVA cal… Alluve on A crash course in CVA cal… Alluve on CVA calculation example
Monthly Archives: May 2012
A crash course in CVA calculation
Recently I was asked by a student to give some guidance on using Monte Carlo method for CVA calculation. Here is what I came up with.
Posted in Finance
5 Comments
Global Derivatives Trading & Risk Management 2012
In April I was lucky to get a place at the Global Derivatives conference. Here is the blog post about it that I wrote for the Global Risk community.
Posted in Uncategorized
Leave a comment
Software functionality is not copyrightable
Great news. The EU Court of Justice has ruled that one can’t copyright a computer program’s functionality. Further, they state: “The purchaser of a licence for a program is entitled, as a rule, to observe, study or test its functioning … Continue reading
Posted in Uncategorized
Leave a comment
