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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Capponi, Agostino"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Kreditrisiko"
~subject:"Risikomaß"
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Kreditrisiko
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Credit risk
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Collateral
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Credit derivative
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Financial clearing
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Systemrisiko
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central counterparty
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collateral
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credit default swaps
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default funds
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Capponi, Agostino
Jarrow, Robert A.
Bhat, Gauri
2
Bonsall, Samuel B., IV
2
Chehrazi, Naveed
2
Danis, András
2
Elkamhi, Redouane
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Gamba, Andrea
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Renne, Jean-Paul
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Weber, Thomas A.
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Xiao, Xiao
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Agca, Senay
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Ahnert, Toni
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Aramonte, Sirio
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Aretz, Kevin
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Christoffersen, Peter F.
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Chun, Albert Lee
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Chun, So Yeon
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Management science : journal of the Institute for Operations Research and the Management Sciences
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
Credit risk models and management
2
Review of derivatives research
2
After the crash : financial crises and regulatory responses
1
Annals of Applied Probability, Forthcoming
1
Annual review of financial economics
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 and quantitative analysis : JFQA
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
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
1
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ECONIS (ZBW)
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Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
2
A theory of collateral requirements for central counterparties
Wang, Jessie Jiaxu
;
Capponi, Agostino
;
Zhang, Hongzhong
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6993-7017
Persistent link: https://www.econbiz.de/10013373165
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