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~isPartOf:"International journal of theoretical and applied finance"
~person:"Capponi, Agostino"
~subject:"Credit risk"
~subject:"Portfolio selection"
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Capponi, Agostino
Brigo, Damiano
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Rutkowski, Marek
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
3
Mathematics of operations research
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
After the crash : financial crises and regulatory responses
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Credit risk modeling with misreporting and incomplete information
Capponi, Agostino
;
Cvitanić, Jakša
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 83-112
Persistent link: https://www.econbiz.de/10003847569
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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
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