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Cristin Buescu
Dr
Financial Mathematics
Senior Lecturer
,
Mathematics
https://orcid.org/0000-0001-9650-9749
Phone
82226
30
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Research output
(11)
Activities
(3)
Similar Profiles
(12)
Supervised Work
(3)
Research output
9
Article
1
Preprint
1
Working paper
Research output per year
Research output per year
1 results
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Working paper
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2018
Risk-neutral valuation under differential funding costs, defaults and collateralization
Brigo, D.
,
Buescu, C.
, Francischello, M., Pallavicini, A. & Rutkowski, M.,
28 Feb 2018
.
Research output
:
Working paper/Preprint
›
Working paper
Theoretical Framework
100%
Replication Model
100%
Credit
50%
Cash Flow
50%