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Douglas Vestal, Ph.D.
Co-Head of Market Risk at Bank of America Merrill Lynch
- CVA pricing and hedging - Large derivative portfolio exposure management - credit derivatives - ISDA loss securitization vehicles - Optimal hedging strategies - Macro credit hedging
- CVA pricing and hedging - Large derivative portfolio exposure management - credit derivatives - ISDA loss securitization vehicles - Optimal hedging strategies - Macro credit hedging
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