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person:"Glaum, Martin"
subject:"Derivative"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Brigo, Damiano"
~subject:"Financial crisis"
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International journal of theoretical and applied finance
Financial series
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Accounting and business research : a research quarterly publ. by the Inst. of Chartered Accountants in England and Wales
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Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
2
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
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