Statistics
Publications
5
Citations
462
H-Index
5
Active since
1999
Affiliations
BNP Paribas (France)(Current)
Jon Gregory is an author at BNP Paribas (France) specializing in business, financial risk, and credit risk.
Publications per year
1999–2016
5
5
Basket default swaps, CDOs and factor copulas
Jean‐Paul Laurent, Jon Gregory · The Journal of Risk · 2005 · 265 citations
Being Two-Faced Over Counterparty Credit Risk
Jon Gregory · SSRN Electronic Journal · 2009 · 120 citations · Full text
Business, Finance, Risk Management +15
The Past, Present, and Future of xVA
Jon Gregory · Wilmott · 2016 · 46 citations
Building Models for Credit Spreads
Angelo Arvanitis, Jean‐Paul Laurent, Jon Gregory · SSRN Electronic Journal · 1999 · 18 citations · Full text
Angelo Arvanitis, Jon Gregory · SSRN Electronic Journal · 2000 · 13 citations · Full text
Business, Finance, Risk Management +17
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