Concepedia
Statistics
Publications
4
Citations
163
H-Index
Active since
2009
Affiliations
Columbia University(Current)
Stanford University
Agostino Capponi is an author at Columbia University specializing in financial economics, finance, and economics.
Publications per year
2009–2025
Bilateral Counterparty Risk Valuation with Stochastic Dynamical Models and Application to Credit Default Swaps
Damiano Brigo, Agostino Capponi · SSRN Electronic Journal · 2009 · 104 citations · Full text
Business, Economics, Finance +17
Liquidity Provision on Blockchain-Based Decentralized Exchanges
Agostino Capponi, Ruizhe Jia · Review of Financial Studies · 2025 · 23 citations
Social Sciences, Economics, Banking +15
A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning
Agostino Capponi, Xu Sun, David D. Yao · Mathematics of Operations Research · 2020 · 21 citations
The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity
Agostino Capponi, Ruizhe Jia, Brian Zhu · SSRN Electronic Journal · 2023 · 15 citations · Full text
Social Sciences, Economics, Finance +15
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