Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes

By Damiano Brigo, Massimo Morini, Andrea Pallavicini. 2013

207 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/0aff24302cf8127ed6eea00ae2b021c727f9c0cb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. St'ephane Cr'epey
2. Damiano Brigo
3. Tomasz R. Bielecki
4. Agostino Capponi
5. Andrea Pallavicini
6. Monique Jeanblanc
7. Rüdiger Frey
8. Peter A. Forsyth

Citations in the corpus

• Counterparty Risk and Funding: A Tale of Two Puzzles (2014, background): “• The book by Brigo, Morini, and Pallavicini (2013) is mostly based on Brigo’s work with several co-authors during the period 2002-2012 and has been written to be widely accessible while being technically advanced.”