Pages that link to "Item:Q2349596"
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The following pages link to A unified approach to pricing and risk management of equity and credit risk (Q2349596):
Displaying 7 items.
- A two price theory of financial equilibrium with risk management implications (Q470603) (← links)
- A revised version of the Cathcart \& El-Jahel model and its application to CDS market (Q2064595) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES (Q3008488) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
- (Q5449466) (← links)