.
Burgard, Christoph's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 3,040
Total Citations 13
1.
Burgard, Christoph Barclays Capital
Kjaer, Mats Barclays Capital
Posted:
13 May 10
Last Revised:
19 Jul 12
1,278(6,176)
3
Counterparty risk, Credit Valuation Adjustment, Funding costs, PDE, Feynman-Kac Theorem
2.
Burgard, Christoph Barclays Capital
Kjaer, Mats Barclays Capital
Posted:
19 Mar 11
Last Revised:
10 Aug 12
756(14,308)
7
Derivative funding cost adjustment, CVA, Central funding unit, Balance sheet management
3.
Burgard, Christoph Barclays Capital
Kjaer, Mats Barclays Capital
Posted:
22 Mar 12
Last Revised:
08 Dec 12
580(20,894)
Counterparty risk, CVA, FVA, Funding, Collateral, PDE, Feynman-Kac theorem
4.
Burgard, Christoph Barclays Capital
Kjaer, Mats Barclays Capital
267(55,040)
2
Funding valuation adjustment, FVA
5.
Burgard, Christoph Barclays Capital
Kjaer, Mats Barclays Capital
159(92,883)
1
Counterparty risk, Closeout rules, CVA, FVA, Funding, PDE, Feynman-Kac theorem
.
Burgard, Christoph's
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Aggregate Statistics
Total 32
Total Citations 0
1.
Burgard, Christoph Barclays Capital
Kjaer, Mats Barclays Capital
32
Counterparty risk, Credit Valuation Adjustment, Funding costs, PDE, Feynman-Kac Theorem
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