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XVA Master Class by Massimo Morini

XVA Master Class by Massimo Morini

This course can be purchased in 9 individual sections, in an individual day format or the full 2 day course together

  • XVA Master Class by Massimo Morini: #1 - Introduction
  • XVA Master Class by Massimo Morini: #2 - CSA Discounting and Multicurve
  • XVA Master Class by Massimo Morini: #3 - CVA and DVA Foundations
  • XVA Master Class by Massimo Morini: #4 - The FVA Debate
  • XVA Master Class by Massimo Morini: #5 - FVA vs KVA (and EVA)
  • XVA Master Class by Massimo Morini: #6 - CVA: Models
  • XVA Master Class by Massimo Morini: #7 - Model Risk in correlation of default events
  • XVA Master Class by Massimo Morini: #8 - More on Capital and Prudent Valuation 
  • XVA Master Class by Massimo Morini: #9 - Hull, Sokol and White & Initial Margin

XVA Master Class by Massimo Morini: Part 1
XVA Master Class by Massimo Morini: Part 2


Package - XVA Master Class by Massimo Morini: Complete Parts 1 & 2

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educating the Global Quantitative Finance Community since 2013