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Speaker: Damiano Brigo
Date: 11/13/17
Location: Davis Auditorium
We consider a consistent framework for valuation under counterparty credit risk, initial and variation margins, and funding costs. This is based on stretching risk neutral valuation to its limits. We explain nonlinear effects due to replacement closeout at default and possibly asymmetric borrowing and lending rates in the margin interest and in the funding strategy for the replication of the relevant portfolio.

When making selections of applicants, members of the Admissions Committee recognize that they are selecting future physicians.  Therefore, the admissions procedure is designed to select applicants who possess the individual intellectual and personal characteristics required for both the study and practice
of medicine. The Admissions Committee considers all aspects
of an applicant’s application in the decision-making process. 

Located in central Vancouver atop the city’s highest point, this 130-acre park has gorgeous gardens featuring both deciduous and evergreen trees. When the colors start changing, the juxtaposition of the evergreens, gardens and red/orange hues of the trees that are morphing into winter hibernation is simply breathtaking. Check out the outdoor arboretum for a diverse selection of trees to enjoy.


Various - Columbia Fall '82 New Artists SamplerVarious - Columbia Fall '82 New Artists SamplerVarious - Columbia Fall '82 New Artists SamplerVarious - Columbia Fall '82 New Artists Sampler

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