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~isPartOf:"International journal of theoretical and applied finance"
~person:"Capponi, Agostino"
~person:"Choudhry, Moorad"
~person:"Jarrow, Robert A."
~subject:"Derivative"
~subject:"Incomplete information"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Capponi, Agostino
Choudhry, Moorad
Jarrow, Robert A.
Brigo, Damiano
4
Rutkowski, Marek
4
Bielecki, Tomasz R.
3
Jeanblanc, Monique
3
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
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Kwok, Yue-Kuen
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International journal of theoretical and applied finance
Finance and stochastics
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The Frank J. Fabozzi series
2
After the crash : financial crises and regulatory responses
1
Annals of Applied Probability, Forthcoming
1
Annual review of financial economics
1
Credit derivatives : the definitive guide
1
Credit risk models and management
1
Finance and economics discussion series
1
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Journal of monetary economics
1
Journal of risk management in financial institutions
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
Operations research
1
The handbook of European structured financial products
1
The handbook of fixed income securities
1
The journal of fixed income
1
The professional risk managers' guide to financial instruments
1
Wiley Finance Ser
1
Wiley finance
1
Working paper // Research program / School of Business, Queen's University
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Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
2
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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