Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps Agostino Capponi California Institute of Technology Division of Engineering and Applied Sciences - Swaps - Document - PDFSEARCH.IO

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	Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps Agostino Capponi California Institute of Technology Division of Engineering and Applied Sciences Add to Reading List Document Date: 2010-04-20 15:56:10 Open Document File Size: 665,34 KB Share Result on Facebook / Facility Fields Institute / Credit Default Swaps Agostino Capponi California Institute of Technology Division / / Organization Institute for Research / California Institute of Technology Division of Engineering and Applied Sciences / / SocialTag Credit default swap United States housing bubble Counterparty Financial risk Credit risk Futures contract Exposure at default Damiano Brigo Collateral management Financial economics

Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps Agostino Capponi California Institute of Technology Division of Engineering and Applied SciencesAdd to Reading List