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~person:"Bo, Lijun"
~person:"Muroi, Yoshifumi"
~subject:"Derivative"
~type_genre:"Article in journal"
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Search: subject:"Kreditrisiko"
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Derivative
Credit risk
11
Kreditrisiko
11
Derivat
7
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6
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5
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5
Credit derivative
3
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3
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credit risk
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Doubly stochastic processes
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Bo, Lijun
Muroi, Yoshifumi
Wang, Xingchun
12
Brigo, Damiano
10
Crépey, Stéphane
8
Capponi, Agostino
7
Pallavicini, Andrea
7
Broll, Udo
5
Mayordomo, Sergio
5
Takino, Kazuhiro
5
Welzel, Peter
5
Bielecki, Tomasz R.
4
Gouriéroux, Christian
4
Kandhai, Drona
4
Peña Sánchez de Rivera, Juan Ignacio
4
Procasky, William J.
4
Tang, Dan
4
Batten, Jonathan A.
3
Breton, Michèle
3
Fabozzi, Frank J.
3
Hu, Nan
3
Jeanblanc, Monique
3
Lin, Ming-Tsung
3
Liu, Ling
3
Mai, Jan-Frederik
3
Monfort, Alain
3
Oosterlee, Cornelis Willebrordus
3
Posch, Peter N.
3
Rösch, Daniel
3
Schmidt, Thorsten
3
Tang, Dragon Yongjun
3
Yan, Hong
3
Yu, Fan
3
Zhu, Lu
3
Acharya, Viral V.
2
Arakelyan, Armen
2
Avino, Davide
2
Bao, Ying
2
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2
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Finance and stochastics
2
Asia-Pacific financial markets
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
1
The journal of computational finance
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ECONIS (ZBW)
7
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1
Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
Bo, Lijun
;
Liu, Yanchu
;
Zhang, Tingting
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10012588035
Saved in:
2
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:
3
Counterparty risk for CDS : default clustering effects
Bo, Lijun
;
Capponi, Agostino
- In:
Journal of banking & finance
52
(
2015
),
pp. 29-42
Persistent link: https://www.econbiz.de/10011377294
Saved in:
4
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
5
Pricing credit derivatives using an asymptotic expansion approach
Muroi, Yoshifumi
- In:
The journal of computational finance
15
(
2011/12
)
3
,
pp. 135-171
Persistent link: https://www.econbiz.de/10009534163
Saved in:
6
Pricing derivatives using the asymptotic expansion approach : credit migration models with stochastic credit spreads
Muroi, Yoshifumi
;
Takino, E. Kazuhiro
- In:
Asia-Pacific financial markets
18
(
2011
)
4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10009348324
Saved in:
7
Pricing contingent claims with credit risk : asymptotic expansion approach
Muroi, Yoshifumi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 415-427
Persistent link: https://www.econbiz.de/10002946754
Saved in:
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