Concepedia

Cristin Buescu

CB

Statistics

Publications

4

Citations

70

H-Index

4

Active since

2011

Affiliations

King's College London(Current)

Imperial College London

Bocconi University

Cristin Buescu is an author at King's College London specializing in business, financial economics, and finance.

Publications per year

2011–2017

4

Publications

4

COUNTERPARTY RISK PRICING: IMPACT OF CLOSEOUT AND FIRST-TO-DEFAULT TIMES

Damiano Brigo, Cristin Buescu, Massimo Morini · International Journal of Theoretical and Applied Finance · 2012 · 27 citations · Full text

Business, Finance, Asset Pricing +12

Illustrating a Problem in the Self-Financing Condition in Two 2010-2011 Papers on Funding, Collateral and Discounting

Damiano Brigo, Cristin Buescu, Andrea Pallavicini et al. · SSRN Electronic Journal · 2012 · 17 citations · Full text

Business, Economics, Finance +14

Impact of the First to Default Time on Bilateral CVA

Damiano Brigo, Cristin Buescu, Massimo Morini · SSRN Electronic Journal · 2011 · 15 citations · Full text

Business, Finance, Financial Economics +12

Funding, repo and credit inclusive valuation as modified option pricing

Damiano Brigo, Cristin Buescu, Marek Rutkowski · Operations Research Letters · 2017 · 11 citations · Full text

Business, Economics, Finance +16

1–4 of 4