The following pages link to Pricing derivative credit risk (Q1294780):
Displaying 6 items.
- Pricing the risks of default (Q375364) (← links)
- (Q3160495) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- (Q4660875) (← links)
- FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS (Q5010075) (← links)
- Proxying credit curves via Wasserstein distances (Q6549633) (← links)