Results 231 to 240 of about 111,357 (244)

Counterparty Credit Risk

, 2017
Aron Gottesman, Michael Leibrock
semanticscholar   +1 more source

Calibration and Backtesting of the Heston Model for Counterparty Credit Risk

, 2016
M. D. Innocentis, M. D. Innocentis, S. Levendorskiĭ   +2 more
semanticscholar   +1 more source

Counterparty credit risk and the credit default swap market

Journal of Financial Economics, 2012
exaly  

Credit Contagion from Counterparty Risk

CFA Digest, 2010
openaire   +1 more source

A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk

Communications in Statistics - Theory and Methods, 2014
Yinghui Dong
exaly  

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market

Management Science
Wenxin Du, Salil Gadgil, Michael B Gordy
exaly  

Introduction to Counterparty Credit Risk

2007
openaire   +1 more source

Counterparty Credit Risk and Credit Value Adjustment

2012
openaire   +1 more source

The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market

Journal of Financial Economics, 2014
exaly  

Counterparty Credit Risk, Collateral and Funding

2013
Damiano Brigo, Massimo Morini, Andrea Pallavicini   +2 more
openaire   +1 more source