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~person:"Bo, Lijun"
~person:"Takino, Kazuhiro"
~subject:"Derivative"
~type_genre:"Article in journal"
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Search: subject:"Kreditrisiko"
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Derivative
Credit risk
13
Kreditrisiko
13
Derivat
9
Theorie
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7
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6
Portfolio-Management
6
Credit derivative
5
Kreditderivat
5
OTC market
5
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5
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4
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2
Credit default swaps
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Option pricing theory
2
Optionspreistheorie
2
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2
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2
counterparty risk
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credit risk
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Bilaterally clearing
1
Central clearing counterparty
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Clearing
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Control theory
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Cost of capital
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Credit
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Credit insurance
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Credit valuation adjustment
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Default contagion
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Bo, Lijun
Takino, Kazuhiro
Wang, Xingchun
12
Brigo, Damiano
10
Crépey, Stéphane
8
Capponi, Agostino
7
Pallavicini, Andrea
7
Broll, Udo
5
Mayordomo, Sergio
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
Muroi, Yoshifumi
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
Ben-Abdallah, Ramzi
2
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International journal of financial markets and derivatives
2
Finance and stochastics
1
Journal of banking & finance
1
Journal of financial management, markets and institutions
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
1
Review of derivatives research
1
The journal of derivatives : JOD
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ECONIS (ZBW)
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1
The impact of non-cash collateralization on the over-the-counter derivatives markets
Takino, Kazuhiro
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 137-171
Persistent link: https://www.econbiz.de/10013457608
Saved in:
2
An equilibrium model for an OTC derivative market under a counterparty risk constraint
Takino, Kazuhiro
- In:
Journal of financial management, markets and institutions
6
(
2018
)
2
,
pp. 1850007-26
Persistent link: https://www.econbiz.de/10011960229
Saved in:
3
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:
4
A derivatives pricing model with non-cash collateralization
Takino, Kazuhiro
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 123-138
Persistent link: https://www.econbiz.de/10012612946
Saved in:
5
An equilibrium pricing for OTC derivatives with non-cash collateralisation
Takino, Kazuhiro
- In:
International journal of financial markets and derivatives
6
(
2018
)
4
,
pp. 335-364
Persistent link: https://www.econbiz.de/10011996895
Saved in:
6
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:
7
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:
8
An equilibrium model for the OTC derivative with the counterparty risk via the credit charge
Takino, Kazuhiro
- In:
International journal of financial markets and derivatives
4
(
2015
)
2
,
pp. 97-121
Persistent link: https://www.econbiz.de/10011411937
Saved in:
9
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:
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