Pages that link to "Item:Q1391255"
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The following pages link to The pricing of credit risk derivatives (Q1391255):
Displaying 12 items.
- Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market (Q256747) (← links)
- Pricing the risks of default (Q375364) (← links)
- On pricing of credit spread options (Q704058) (← links)
- A boundary crossing model of counterparty risk (Q951388) (← links)
- An overview of credit derivatives (Q1030801) (← links)
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
- Evaluation of credit derivatives with imperfect information (Q2655601) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- (Q4660875) (← links)
- (Q5226696) (← links)
- (Q5382093) (← links)
- Credit Derivatives Pricing Based on Lévy Field Driven Term Structure (Q5413860) (← links)