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subject:"Kreditrisiko"
subject:"United States"
~person:"Brigo, Damiano"
~person:"Gantenbein, Pascal"
~type_genre:"Aufsatz in Zeitschrift"
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Brigo, Damiano
Gantenbein, Pascal
Schuermann, Til
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
2
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:
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