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Loss potential from credit derivative use by corporate bond funds under U.S. and German Regulation : a cross country comparison
Gałkiewicz, Dominika - In: Credit and capital markets : Kredit und Kapital 49 (2016) 2, pp. 245-298
Persistent link: https://www.econbiz.de/10011555110
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A note on the self-financing condition for funding, collateral and discounting
Brigo, Damiano; Buescu, Cristin; Pallavicini, Andrea; … - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10011403214
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Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
Brigo, Damiano; Alfonsi, Aurélien - In: Finance and stochastics 9 (2005) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10002497060
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Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano; Capponi, Agostino; Pallavicini, Andrea - In: Mathematical finance : an international journal of … 24 (2014) 1, pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
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Is governance related to investment performance and asset allocation? empirical evidence from Swiss pension funds
Ammann, Manuel; Ehmann, Christian - In: Swiss journal of economics and statistics 153 (2017) 3, pp. 293-339
Persistent link: https://www.econbiz.de/10011756343
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Inflationsrisiken von Aktien, Bonds und indirekten Immobilienanlagen
Maurer, Raimond; Sebastian, Steffen - In: Kredit und Kapital 35 (2002) 2, pp. 242-279
Persistent link: https://www.econbiz.de/10001685256