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Kreditrisiken - Modellierung u...
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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
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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
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FEDS Working Paper
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Finance and economics discussion series
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ECONIS (ZBW)
38
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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
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