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Jon Gregory
Observed names:
Gregory, Jon,
Gregory, Jon 1971-
Institution:
Rolls-Royce (United Kingdom)
Observed institutions:
University of Cambridge,
Historic England,
Rolls-Royce (United Kingdom),
BNP Paribas (France)
OpenAlex ID:
A5113489176
Basket default swaps, CDOs and factor copulas
2005
·
Jean-Paul Laurent
, Jon Gregory
·
The Journal of Risk
·
260
Counterparty Credit Risk : The new challenge for global financial markets
2009
·
Jon Gregory
·
155
Being Two-Faced Over Counterparty Credit Risk
2009
·
Jon Gregory
·
SSRN Electronic Journal
·
114
Counterparty Credit Risk and Credit Value Adjustment
2012
·
Jon Gregory
·
Wiley eBooks
·
101
Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets
2012
·
Jon Gregory
·
75
Credit: The Complete Guide to Pricing, Hedging and Risk Management
2001
·
Angelo Arvanitis
, Jon Gregory
·
74
Central Counterparties
2014
·
Jon Gregory
·
Wiley eBooks
·
72
The xVA Challenge
2015
·
Gregory, Jon 1971-
·
Wiley eBooks
·
58
The Past, Present, and Future of xVA
2016
·
Jon Gregory
·
Wilmott
·
55
The xVA Challenge
2020
·
Jon Gregory
·
Wiley eBooks
·
41
Counterparty Credit Risk
2010
·
Jon Gregory
·
40
The Xva Challenge: Counterparty Credit Risk, Funding, Collateral and Capital
2015
·
Jon Gregory
·
39
Credit Derivatives: The Definitive Guide
2003
·
Jon Gregory
·
27
A Credit Risk Toolbox
2000
·
Angelo Arvanitis
, Jon Gregory
·
SSRN Electronic Journal
·
15
The Impact of Initial Margin
2016
·
Jon Gregory
·
SSRN Electronic Journal
·
8
A Trick of the Credit Tail
2008
·
Jon Gregory
·
SSRN Electronic Journal
·
7
Getting CVA up and running
2011
·
Frédéric Vrins
, Jon Gregory
·
Digital Access to Libraries
·
6
Counterparty Risk in Credit Derivative Contracts
2012
·
Jon Gregory
·
Oxford University Press eBooks
·
5
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin
2020
·
Jon Gregory
·
4
CVA Wrong Way Risk: Calibration Using Quanto CDS Basis
2018
·
Tsz-Kin Chung
, Jon Gregory
·
SSRN Electronic Journal
·
4
Closing Out the DVA Debate
2012
·
Jon Gregory
, Ilya German
·
SSRN Electronic Journal
·
4
Counterparty Risk Intermediation
2015
·
Jon Gregory
·
3
Practical Pricing of Synthetic CDOs
2008
·
Jon Gregory
, Jean‐Paul Laurent
·
3
Quantifying Exposure
2020
·
Jon Gregory
·
2
Discounting and Collateral
2015
·
Jon Gregory
·
2
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Works count:
87
Citation count:
1,191
H-index:
14
I10-index:
14
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