Work

Collateralized Cva Valuation With Rating Triggers and Credit Migrations

Year: 2013

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s021902491350009x

Authors: TOMASZ R. BIELECKI, IGOR CIALENCO, ISMAIL IYIGUNLER

Institution: Illinois Institute of Technology

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2008816709

FWCI: 1.101

Cites: 16

Cited by: 13

Related to: 10