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Buescu, Cristin's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
263 |
Total
Citations
5 |
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1.
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Brigo, Damiano
Department of Mathematics, Imperial College, London Buescu, Cristin
King's College London, Department of Mathematics Morini, Massimo
Banca IMI
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137
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2
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Credit Valuation Adjustment, Unilateral CVA, Bilateral CVA, Simplified Bilateral CVA, Debit Valuation Adjustment, Closeout, Equity Forward Contract, Zero coupon bond, Bivariate exponential distributions, Gumbel bivariate exponential distributions
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2.
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Brigo, Damiano
Department of Mathematics, Imperial College, London Buescu, Cristin
King's College London, Department of Mathematics Pallavicini, Andrea
Imperial College London - Department of Mathematics Liu, Qing Daphne
University of London - King's College London
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10 Jul 12
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Last Revised:
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17 Jul 12
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119
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3
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Funding cost, cost of funding, funding and discounting, self-financing strategy, trading strategies, hedging
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3.
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Buescu, Cristin
King's College London, Department of Mathematics Cadenillas, Abel
University of Alberta - Department of Mathematical and Statistical Sciences Pliska , Stanley R.
University of Illinois at Chicago - Department of Finance
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7
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Records 1 -
3
of 3 matches
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