Pages that link to "Item:Q2249860"

The following pages link to The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860):

Displaying 11 items.

• Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
• On the term structure of lending interest rates when a fraction of collateral is recovered upon default (Q1880944) (← links)
• The pricing of total return swap under default contagion models with jump-diffusion interest rate risk (Q1985946) (← links)
• Research on CDS pricing model with endogenous recovery rate (Q2207878) (← links)
• Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
• Credit derivatives pricing with stochastic volatility models (Q2842532) (← links)
• Pricing of multi-party guarantee corporate bonds in the context of stochastic interest rates (Q4984722) (← links)
• Credit risk modeling with affine processes (Q5226704) (← links)
• (Q5499379) (← links)
• (Q5506159) (← links)
• Corporate security prices in structural credit risk models with incomplete information (Q5743118) (← links)