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~isPartOf:"Finance and economics discussion series"
~person:"Capponi, Agostino"
~person:"Scaillet, Olivier"
~subject:"Credit risk"
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Capponi, Agostino
Scaillet, Olivier
Gordy, Michael B.
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Zhou, Hao
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Finance and economics discussion series
Mathematics of operations research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Managing counterparty risk in OTC markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
-
2017
Persistent link: https://www.econbiz.de/10011710165
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