Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps
Collateral Margining in Arbitrage-Free Counterparty Valuation Adjustment including Re-Hypotecation and Netting
Credit Default Swaps Liquidity modeling: A survey
Default and Systemic Risk in Equilibrium
Dynamic Portfolio Optimization with a Defaultable Security and Regime Switching
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