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Michael Pykhtin · Study

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Michael Pykhtin

5 works· latest 2017· 2 institutionscluster: provisional

h-index5

i105

Citations149

Works here5

05

10

17

Most cited in this library

Counterparty Credit Risk2010 · 37 citations
Counterparty credit risk modelling : risk management, pricing and regulation2005 · 34 citations
Pricing counterparty risk at the trade level and credit valuation adjustment allocations2010 · 27 citations
Pricing Counterparty Risk at the Trade Level and CVA Allocations2010 · 26 citations
Rethinking the margin period of risk2017 · 25 citations

Works

5 shown

Rethinking the margin period of risk

The Journal of Credit Risk·2017·2 authors

25citations

Pricing counterparty risk at the trade level and credit valuation adjustment allocations

The Journal of Credit Risk·2010·2 authors

27citations

Counterparty Credit Risk

Encyclopedia of Quantitative Finance·2010·1 author·other

37citations

Pricing Counterparty Risk at the Trade Level and CVA Allocations

Finance and Economics Discussion Series·2010·2 authors·Open access

26citations

Counterparty credit risk modelling : risk management, pricing and regulation

·2005·1 author

34citations