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subject:"Business start-up"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Capponi, Agostino"
~subject:"Theorie"
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Capponi, Agostino
Acharya, Viral V.
4
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Applied economics
Discussion paper / Centre for Economic Policy Research
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
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2
Default and systemic risk in equilibrium
Capponi, Agostino
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011347251
Saved in:
3
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
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