Computing Valuation Adjustments for Carbon Forward Contracts: A Market Model Based Approach

Additional Metadata
Keywords	Valuation Adjustments; Commodity Interest Rate Market Model; Carbon emission allowances; Forward derivative contracts; Interest rate modeling; Expected Positive Exposure; Exchange rate modeling; Derivative portfolios; Counterparty credit risk
Thesis Advisor	Vladimirov, E
Persistent URL	hdl.handle.net/2105/73016
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Geuzinge, T.K. (2024, April 29). Computing Valuation Adjustments for Carbon Forward Contracts: A Market Model Based Approach. Econometrie. Retrieved from http://hdl.handle.net/2105/73016

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