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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of financial analysis"
~person:"Capponi, Agostino"
~subject:"wrong-way risk"
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Derivat <Wertpapier>
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Capponi, Agostino
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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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