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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Capponi, Agostino"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Bond"
~subject:"Kreditrisiko"
~subject:"Yield curve"
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Capponi, Agostino
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Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
4
Mathematics of operations research
4
International journal of theoretical and applied finance
3
Journal of banking & finance
3
The journal of fixed income
3
Annual review of financial economics
2
Credit risk models and management
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of derivatives research
2
After the crash : financial crises and regulatory responses
1
Annals of Applied Probability, Forthcoming
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
FEDS Working Paper
1
Finance and economics discussion series
1
Finance research letters
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of monetary economics
1
Journal of risk management in financial institutions
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
Review of finance : journal of the European Finance Association
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
Working paper // Research program / School of Business, Queen's University
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Counterparty risk in over-the-counter markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
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