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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Insolvenz"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
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Capponi, Agostino
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
The journal of futures markets
158
The journal of finance : the journal of the American Finance Association
39
Journal of banking & finance
35
Journal of financial and quantitative analysis : JFQA
25
Advances in futures and options research : a research annual
24
The journal of fixed income
20
The journal of structured finance
20
Journal of financial economics
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Review of futures markets
14
The financial review : the official publication of the Eastern Finance Association
13
The journal of financial research
13
The review of financial studies
13
The journal of business : B
11
Applied financial economics
10
Journal of financial services research : JFSR
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Economic perspectives
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Economic review
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Journal of money, credit and banking : JMCB
8
Review of quantitative finance and accounting
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American journal of agricultural economics
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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The journal of investment compliance
7
Finance research letters
6
International journal of theoretical and applied finance
6
International review of financial analysis
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Municipal finance journal : the state and local financing and municipal securities advisor
6
Review / Federal Reserve Bank of St. Louis
6
Review of derivatives research
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Review of financial economics : RFE
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The business lawyer
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Journal of economics & business
5
Research in finance
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Research in international business and finance
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Review of research in futures markets : publ. three times a year by the Chicago Board of Trade in coop. with the Chicago Board of Trade Foundation
5
The journal of credit risk : published quarterly by Incisive Media
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
5
Advances in quantitative analysis of finance and accounting : a research annual
4
Applied economics
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1
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
Saved in:
2
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
Saved in:
3
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
4
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
5
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
6
A unified framework for pricing credit and equity derivatives
Bayraktar, Erhan
;
Yang, Bo
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 493-517
Persistent link: https://www.econbiz.de/10009156018
Saved in:
7
Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
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