Pages that link to "Item:Q5940704"
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The following pages link to Credit risk: Modelling, valuation and hedging (Q5940704):
Displaying 17 items.
- INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)
- The moving-eigenvalue method: hitting time for Itô processes and moving boundaries (Q5870723) (← links)
- Credit risk valuation. Methods, models, and applications. (Q5940714) (← links)
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
- Wrong way risk corrections to CVA in CIR reduced-form models (Q6060556) (← links)
- A default contagion model for pricing defaultable bonds from an information based perspective (Q6101028) (← links)
- Generalized Cox model for default times (Q6105368) (← links)
- A LÉVY-DRIVEN ORNSTEIN–UHLENBECK PROCESS FOR THE VALUATION OF CREDIT INDEX SWAPTIONS (Q6119775) (← links)
- Collective behaviors of stochastic agent-based models and applications to finance and optimization (Q6133473) (← links)
- Representation for martingales living after a random time with applications (Q6134135) (← links)
- Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)
- Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)
- Mean–variance hedging of contingent claims with random maturity (Q6187370) (← links)
- The valuation at origination of mortgages with full prepayment and default risks (Q6549637) (← links)
- Old and new approaches to LIBOR modeling (Q6573270) (← links)
- Structured dictionary learning of rating migration matrices for credit risk modeling (Q6661272) (← links)
