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~person:"Gouriéroux, Christian"
~person:"O'Kane, Dominic"
~subject:"Derivat"
~type_genre:"Article in journal"
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Search: subject:"Kreditrisiko"
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Gouriéroux, Christian
O'Kane, Dominic
Wang, Xingchun
12
Brigo, Damiano
10
Crépey, Stéphane
8
Capponi, Agostino
7
Pallavicini, Andrea
7
Broll, Udo
5
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Peña Sánchez de Rivera, Juan Ignacio
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3
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Hu, Nan
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Jeanblanc, Monique
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Lin, Ming-Tsung
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Annals of economics and statistics
1
Journal of econometrics
1
Review of finance : journal of the European Finance Association
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
2
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
3
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
4
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
5
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
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