{"id":"https://openalex.org/W2471347482","doi":null,"title":"Market Models for CDS Options and Callable Floaters","display_name":"Market Models for CDS Options and Callable Floaters","publication_year":2005,"publication_date":"2005-01-01","ids":{"openalex":"https://openalex.org/W2471347482","mag":"2471347482"},"language":"en","primary_location":{"id":"pmh:oai:kclpure.kcl.ac.uk:publications/b0385cab-02ba-45bd-81f3-0e5bb6914d9b","doi":null,"is_oa":false,"landing_page_url":"https://kclpure.kcl.ac.uk/portal/en/publications/b0385cab-02ba-45bd-81f3-0e5bb6914d9b","pdf_url":null,"source":{"id":"https://openalex.org/S4306400216","display_name":"Research Portal (King's College London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I183935753","host_organization_name":"King's College London","host_organization_lineage":["https://openalex.org/I183935753"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Brigo, D 2005, 'Market Models for CDS Options and Callable Floaters', Risk.","raw_type":"info:eu-repo/semantics/publishedVersion"},"volume":null,"type":"article","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5005254246","display_name":"Damiano Brigo","orcid":"https://orcid.org/0000-0003-1636-8654","observed_orcids":["https://orcid.org/0000-0003-1636-8654"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Damiano Brigo","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0003-1636-8654","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5005254246"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":6.2621,"has_fulltext":false,"cited_by_count":52,"citation_normalized_percentile":{"value":0.96153005,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.6514000296592712,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.6514000296592712,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.33739998936653137,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0006000000284984708,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/market-model","display_name":"market model","score":0.7919999957084656},{"id":"https://openalex.org/keywords/credit-risk","display_name":"credit risk","score":0.5429999828338623},{"id":"https://openalex.org/keywords/interest-rate-derivatives","display_name":"interest rate derivatives","score":0.5659999847412109},{"id":"https://openalex.org/keywords/cds-pricing","display_name":"CDS pricing","score":0.3959999978542328}],"concepts":[{"id":"https://openalex.org/C96252135","wikidata":"https://www.wikidata.org/wiki/Q2305975","display_name":"Callable bond","level":3,"score":0.587830126285553},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5174980163574219},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3656166195869446},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.24130988121032715},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:kclpure.kcl.ac.uk:publications/b0385cab-02ba-45bd-81f3-0e5bb6914d9b","doi":null,"is_oa":false,"landing_page_url":"https://kclpure.kcl.ac.uk/portal/en/publications/b0385cab-02ba-45bd-81f3-0e5bb6914d9b","pdf_url":null,"source":{"id":"https://openalex.org/S4306400216","display_name":"Research Portal (King's College London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I183935753","host_organization_name":"King's College London","host_organization_lineage":["https://openalex.org/I183935753"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Brigo, D 2005, 'Market Models for CDS Options and Callable Floaters', Risk.","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"mag:2471347482","doi":null,"is_oa":false,"landing_page_url":"https://kclpure.kcl.ac.uk/portal/en/publications/market-models-for-cds-options-and-callable-floaters(b0385cab-02ba-45bd-81f3-0e5bb6914d9b)/export.html","pdf_url":null,"source":{"id":"https://openalex.org/S4393916925","display_name":"Risk","issn_l":"1073-8673","issn":["1073-8673"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["anvur-scientific"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Risk","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W130822060","https://openalex.org/W2497474232","https://openalex.org/W2286285782","https://openalex.org/W2337705871","https://openalex.org/W4238656965","https://openalex.org/W2625526119","https://openalex.org/W245036016","https://openalex.org/W1442279497","https://openalex.org/W2586134587","https://openalex.org/W6986580355"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":7},{"year":2012,"cited_by_count":6}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-07-22T00:00:00"}
