Pages that link to "Item:Q2327695"
From MaRDI portal
The following pages link to Market implied volatilities for defaultable bonds (Q2327695):
Displaying 8 items.
- Using equity options to imply credit information (Q635970) (← links)
- Implied default probability and credit derivatives (Q816767) (← links)
- Local volatility and the recovery rate of credit default swaps (Q1657603) (← links)
- On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← links)
- Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach (Q2401249) (← links)
- Bond markets with stochastic volatility (Q3572018) (← links)
- Default propensity implicit in pulled to par V@R for bonds (Q5040248) (← links)
- Extracting implied volatilities from bank bonds (Q6077441) (← links)