//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Capponi, Agostino"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Kreditrisiken - Modellierung u...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
38
Kreditrisiko
38
Theorie
29
Theory
29
Derivat
13
Derivative
13
Portfolio selection
12
Portfolio-Management
12
Credit derivative
10
Insolvency
10
Insolvenz
10
Kreditderivat
10
Collateral
8
Kreditsicherung
8
Financial services
7
Finanzdienstleistung
7
Risikomanagement
5
Risk management
5
Systemic risk
5
Systemrisiko
5
credit risk
5
OTC market
4
OTC-Handel
4
Counterparty risk
3
Markov chain
3
Markov-Kette
3
Option pricing theory
3
Optionspreistheorie
3
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
credit default swaps
3
Ansteckungseffekt
2
Arbitrage Pricing
2
Arbitrage pricing
2
Berichtswesen
2
Clearing
2
Contagion effect
2
Corporate bond
2
more ...
less ...
Online availability
All
Free
16
Undetermined
11
Type of publication
All
Article
21
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
38
Author
All
Capponi, Agostino
Ongena, Steven
105
Lucas, André
65
Acharya, Viral V.
61
Altman, Edward I.
61
Rösch, Daniel
61
Gürtler, Marc
50
Koopman, Siem Jan
50
Peydró, José-Luis
50
Schuermann, Til
48
Saunders, Anthony
47
Agarwal, Sumit
46
Scheule, Harald
43
Gambacorta, Leonardo
41
Fabozzi, Frank J.
40
Brigo, Damiano
39
Giesecke, Kay
39
Jokivuolle, Esa
39
Schwaab, Bernd
39
Caporale, Guglielmo Maria
38
Hamerle, Alfred
38
Hasan, Iftekhar
38
Düllmann, Klaus
36
Krahnen, Jan Pieter
35
Monfort, Alain
35
Gilchrist, Simon
33
Gouriéroux, Christian
33
Tang, Dragon Yongjun
33
Heithecker, Dirk
32
Jarrow, Robert A.
32
Repullo, Rafael
32
Tarashev, Nikola A.
32
Duffie, Darrell
31
Longstaff, Francis A.
31
Saurina, Jesús
31
Schmieder, Christian
31
Shin, Hyun Song
31
Huschens, Stefan
30
Roesch, Daniel
30
Varotto, Simone
30
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
3
Mathematics of operations research
3
International journal of theoretical and applied finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
After the crash : financial crises and regulatory responses
1
FEDS Working Paper
1
Finance and economics discussion series
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of monetary economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Dynamic credit investment in partially observed markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Pascucci, …
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 891-939
Persistent link: https://www.econbiz.de/10011421091
Saved in:
3
Counterparty risk for CDS : default clustering effects
Bo, Lijun
;
Capponi, Agostino
- In:
Journal of banking & finance
52
(
2015
),
pp. 29-42
Persistent link: https://www.econbiz.de/10011377294
Saved in:
4
Default and systemic risk in equilibrium
Capponi, Agostino
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011347251
Saved in:
5
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:
6
Pricing and semimartingale representations of vulnerable contingent claims in regime-switching markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Nisen, Jeffrey
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 250-288
Persistent link: https://www.econbiz.de/10010357375
Saved in:
7
Dynamic portfolio optimization with a defaultable security and regime-switching
Capponi, Agostino
;
Figueroa-López, José E.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 207-249
Persistent link: https://www.econbiz.de/10010357378
Saved in:
8
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
9
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
Saved in:
10
Pricing vulnerable claims in a Lévy-driven model
Capponi, Agostino
;
Pagliarani, Stefano
;
Vargiolu, Tiziano
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10010413669
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->