Sentence examples for bilateral valuation from inspiring English sources

Particular instances of such unilateral and bilateral valuation problems were previously studied in Nie and Rutkowski (2015, 2016a, 2017 (published online on 18 April 2017)) where it was shown that a non-empty interval of either fair bilateral prices or bilaterally profitable prices can be obtained in some nonlinear models for contracts with either an exogenous or an endogenous collateralization.

We derive a closed-form expression for the bilateral credit valuation adjustment of a credit default swap in presence of simultaneous defaults.

We performance a suitable decomposition of the bilateral price into debit and credit valuation adjustment components.

Subsequently, they apply the BSDE approach to unilateral valuation of a collateralized European claim with bilateral default risk.

2. Valuation.

Joe's valuation policies.

Consider the valuation dynamics.

valuation speculation is happening".

This requires valuation.

We had bilateral cooperation.

The valuation is very clear.