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Capponi, Agostino


 SSRN Author Rank: 10,216 by Downloads
 

Johns Hopkins University - Department of Applied Mathematics and Statistics


 3400 N Charles Street
 Whitehead 100
 Baltimore, MD 21218
 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
2,618
Total
Citations
38
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
Johns Hopkins University - Department of Applied Mathematics and Statistics
Posted:
19 Dec 08
Last Revised:
19 Nov 09
954
(12,081)
17

2.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Predescu, Mirela
BNP Paribas, London
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
Posted:
05 Mar 10
Last Revised:
12 Sep 11
404
(40,052)
3

3.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
Pallavicini, Andrea
Imperial College London - Department of Mathematics
Papatheodorou, Vasileios
Barclays Capital
Posted:
20 Jan 11
390
(41,817)
11

4.   Incl. Electronic Paper
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences
Posted:
19 Dec 08
Last Revised:
14 Feb 10
217
(81,175)
 

5.  
Bo, Lijun
Xidian University
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
Posted:
20 Oct 13
Last Revised:
14 Feb 14
117
(140,742)
 

6.  
Bo, Lijun
Xidian University
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
Posted:
16 Jul 13
Last Revised:
05 Aug 13
111
(146,391)
 

7.  
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
Chen, Peng-Chu
Purdue University - College of Industrial Engineering
Posted:
16 Jul 13
105
(152,427)
 

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
Johns Hopkins University - Department of Applied Mathematics and Statistics
Posted:
12 Feb 13
100
(157,642)
2

9.  
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
Larsson, Martin
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
04 Aug 11
80
(183,610)
 

10.  
Pricing Vulnerable Claims in a Lévy Driven Model | Show Abstract | Download |
Finance and Stochastics, Forthcoming
Accepted Paper Series
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
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
73
(192,456)
1

11.  
Will Banning Naked CDS Impact Bond Prices? | Show Abstract | Download |
Forthcoming in Annals of Finance
Accepted Paper Series
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
Larsson, Martin
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
15 Aug 13
46
(241,897)
 

12.  
Dynamic Credit Investment in Partially Observed Markets | Show Abstract | Download |
Finance Stochastics, Forthcoming
Accepted Paper Series
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
Figueroa-Lopez, Jose E.
Purdue University
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
02 Jun 14
21
(315,713)
 

13.  
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
Johns Hopkins University - Department of Applied Mathematics and Statistics
Figueroa‐López, José E.
Purdue University
Posted:
06 Mar 14
0
(415,926)
 

14.  
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
Figueroa‐López, José E.
Purdue University
Nisen, Jeffrey
Purdue University
Posted:
06 Mar 14
0
(415,926)
 

15.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
Pallavicini, Andrea
Imperial College London - Department of Mathematics
Posted:
13 Dec 13
0
(415,926)
4


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