Concepedia

Christoph Burgard

CB

Statistics

Publications

7

Citations

422

H-Index

7

Active since

2008

Affiliations

Bank of America(Current)

Bloomberg (United States)

Bank of England

City, University of London

Christoph Burgard is an author at Bank of America specializing in finance, financial economics, and business.

Publications per year

2008–2014

7

Publications

7

Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs

Christoph Burgard, Mats Kjaer · The Journal of Credit Risk · 2011 · 134 citations

, , +14

Partial Differential Equation Representations of Derivatives with Bilateral Counterparty Risk and Funding Costs

Christoph Burgard, Mats Kjaer · SSRN Electronic Journal · 2010 · 101 citations · Full text

, , +14

In the Balance

Christoph Burgard, Mats Kjaer · SSRN Electronic Journal · 2011 · 95 citations · Full text

, , +15

A Generalised CVA with Funding and Collateral

Christoph Burgard, Mats Kjaer · SSRN Electronic Journal · 2012 · 33 citations · Full text

, , +13

Addendum to: 'PDE Representations of Derivatives with Bilateral Counterparty Risk and Funding Costs'

Christoph Burgard, Mats Kjaer · SSRN Electronic Journal · 2012 · 30 citations · Full text

, , +9

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