Fva Forward Volatility Agreement

· By Bkkgraff · 4 weeks ago

Home > Financial Encyclopedia > Derivatives > F > Forward Volatility Agreement. . The mathematics in this last work looks correct – but I have not yet seen numerical tests of the result without a model. Anyone tested the latest Rolloos result, any comment/ideas about it? In another context, the FVA may also refer to an adjustment to the refinancing value. . . .

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