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Capponi, Agostino


 SSRN Author Rank: 9,819 by Downloads
 Assistant Professor
 

Columbia University


 S. W. Mudd Building
 New York, NY 10027
 United States
 email address

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. Capponi, Agostino's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,788
Total
Citations
39
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Capponi, Agostino
Columbia University
Posted:
19 Dec 08
Last Revised:
19 Nov 09
970
(12,159)
17

2.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Predescu, Mirela
BNP Paribas, London
Capponi, Agostino
Columbia University
Posted:
05 Mar 10
Last Revised:
12 Sep 11
406
(40,891)
3

3.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Capponi, Agostino
Columbia University
Pallavicini, Andrea
Imperial College London - Department of Mathematics
Papatheodorou, Vasileios
Barclays Capital
Posted:
20 Jan 11
392
(42,711)
12

4.   Incl. Electronic Paper
Capponi, Agostino
Columbia University
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences
Posted:
19 Dec 08
Last Revised:
14 Feb 10
218
(82,991)
 

5.  
Bo, Lijun
Xidian University
Capponi, Agostino
Columbia University
Posted:
20 Oct 13
Last Revised:
14 Feb 14
147
(119,956)
 

6.  
Capponi, Agostino
Columbia University
Chen, Peng-Chu
Purdue University
Posted:
16 Jul 13
115
(146,161)
 

7.  
Bo, Lijun
Xidian University
Capponi, Agostino
Columbia University
Posted:
16 Jul 13
Last Revised:
05 Aug 13
112
(149,065)
 

8.  
Pricing and Mitigation of Counterparty Credit Exposures | Show Abstract | Download |
Handbook of Systemic Risk, edited by J.-P. Fouque and J.Langsam. Cambridge University Press, 2012
Accepted Paper Series
Capponi, Agostino
Columbia University
Posted:
12 Feb 13
107
(154,074)
2

9.  
Pricing Vulnerable Claims in a Lévy Driven Model | Show Abstract | Download |
Finance and Stochastics, Forthcoming
Accepted Paper Series
Capponi, Agostino
Columbia University
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
18 Nov 12
Last Revised:
15 Feb 14
95
(168,499)
1

10.  
Capponi, Agostino
Columbia University
Larsson, Martin
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
04 Aug 11
83
(182,484)
 

11.  
Will Banning Naked CDS Impact Bond Prices? | Show Abstract | Download |
Forthcoming in Annals of Finance
Accepted Paper Series
Capponi, Agostino
Columbia University
Larsson, Martin
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
15 Aug 13
54
(230,648)
 

12.  
Dynamic Credit Investment in Partially Observed Markets | Show Abstract | Download |
Finance Stochastics, Forthcoming
Accepted Paper Series
Capponi, Agostino
Columbia University
Figueroa-Lopez, Jose E.
Purdue University
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
02 Jun 14
41
(259,303)
 

13.  
Capponi, Agostino
Columbia University
Chen, Peng-Chu
Purdue University
Yao, David D.
Columbia University
Posted:
02 Nov 14
26
(307,283)
 

14.  
Capponi, Agostino
Columbia University
Cheng, Wan-Schwin Allen
Johns Hopkins University - Department of Applied Mathematics and Statistics
Rajan, Sriram
Government of the United States of America - Office of Financial Research
Posted:
01 Nov 14
22
(319,310)
 

15.  
Dynamic Portfolio Optimization with a Defaultable Security and Regime‐Switching | Show Abstract | Download |
Mathematical Finance, Vol. 24, Issue 2, pp. 207-249, 2014
Accepted Paper Series
Capponi, Agostino
Columbia University
Figueroa‐López, José E.
Purdue University
Posted:
06 Mar 14
0
(424,879)
 

16.  
Capponi, Agostino
Columbia University
Figueroa‐López, José E.
Purdue University
Nisen, Jeffrey
Purdue University
Posted:
06 Mar 14
0
(424,879)
 

17.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Capponi, Agostino
Columbia University
Pallavicini, Andrea
Imperial College London - Department of Mathematics
Posted:
13 Dec 13
0
(424,879)
4


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