//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Aufsatz im Buch"
~person:"Capponi, Agostino"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Kreditrisiko"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
22
Kreditrisiko
22
Theorie
16
Theory
16
Derivat
9
Derivative
9
Credit derivative
7
Kreditderivat
7
Portfolio selection
7
Portfolio-Management
7
Insolvency
6
Insolvenz
6
Collateral
5
Financial services
5
Finanzdienstleistung
5
Kreditsicherung
5
credit risk
5
Counterparty risk
3
Markov chain
3
Markov-Kette
3
Option pricing theory
3
Optionspreistheorie
3
Risikomanagement
3
Risk management
3
Stochastic process
3
Stochastischer Prozess
3
credit default swaps
3
Credit default swaps
2
Dynamic programming
2
Dynamische Optimierung
2
Financial market regulation
2
Finanzmarktregulierung
2
OTC market
2
OTC-Handel
2
Systemic risk
2
Systemrisiko
2
collateral
2
default correlation
2
dynamic portfolio optimization
2
regime-switching models
2
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
21
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
Conference paper
Conference proceedings
Graue Literatur
Aufsatz in Zeitschrift
20
Arbeitspapier
1
Book section
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
22
Author
All
Capponi, Agostino
Ongena, Steven
88
Lucas, André
55
Rösch, Daniel
47
Acharya, Viral V.
46
Peydró, José-Luis
46
Altman, Edward I.
42
Schuermann, Til
37
Koopman, Siem Jan
33
Scheule, Harald
33
Gouriéroux, Christian
32
Fabozzi, Frank J.
30
Gambacorta, Leonardo
28
Monfort, Alain
28
Giesecke, Kay
27
Schwaab, Bernd
27
Caporale, Guglielmo Maria
25
Jiménez, Gabriel
25
Mayordomo, Sergio
24
Saunders, Anthony
24
Saurina, Jesús
24
Agarwal, Sumit
23
Allen, David E.
23
Crook, Jonathan N.
23
Huschens, Stefan
23
Jarrow, Robert A.
23
Schulte-Mattler, Hermann
23
Suárez, Javier
23
Krahnen, Jan Pieter
22
Duffie, Darrell
21
Hasan, Iftekhar
21
Pelizzon, Loriana
21
Berger, Allen N.
20
Düllmann, Klaus
20
Gürtler, Marc
20
Jacobs, Michael <Jr.>
20
Jagtiani, Julapa
20
Jokivuolle, Esa
20
Norden, Lars
20
Renne, Jean-Paul
20
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
3
Mathematics of operations research
3
International journal of theoretical and applied finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
After the crash : financial crises and regulatory responses
1
Finance and economics discussion series
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of monetary economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Counterparty risk in over-the-counter markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
Saved in:
2
The collateral rule : evidence from the credit default swap market
Capponi, Agostino
;
Cheng, Wan-Schwin Allen
;
Giglio, Stefano
- In:
Journal of monetary economics
126
(
2022
),
pp. 58-86
Persistent link: https://www.econbiz.de/10013364919
Saved in:
3
A theory of collateral requirements for central counterparties
Wang, Jessie Jiaxu
;
Capponi, Agostino
;
Zhang, Hongzhong
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6993-7017
Persistent link: https://www.econbiz.de/10013373165
Saved in:
4
Managing counterparty risk in OTC markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
-
2017
Persistent link: https://www.econbiz.de/10011710165
Saved in:
5
Derivative clearinghouses : collateral management and policy implications
Capponi, Agostino
- In:
After the crash : financial crises and regulatory responses
,
(pp. 371-383)
.
2019
Persistent link: https://www.econbiz.de/10012120731
Saved in:
6
Arbitrage-free XVA
Bichuch, Maxim
;
Capponi, Agostino
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 582-620
Persistent link: https://www.econbiz.de/10011969094
Saved in:
7
Clearinghouse margin requirements
Capponi, Agostino
;
Cheng, W. Allen
- In:
Operations research
66
(
2018
)
6
,
pp. 1542-1558
Persistent link: https://www.econbiz.de/10011971659
Saved in:
8
Risk-sensitive asset management and cascading defaults
Birge, John R.
;
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011818644
Saved in:
9
Robust optimization of credit portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011654555
Saved in:
10
Optimal credit investment with borrowing costs
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 546-575
Persistent link: https://www.econbiz.de/10011684545
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->