Pages that link to "Item:Q3126233"
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The following pages link to DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS (Q3126233):
Displaying 50 items.
- Pricing options with credit risk in Markovian regime-switching markets (Q364454) (← links)
- On Cox processes and credit risky securities (Q375362) (← links)
- Pricing the risks of default (Q375364) (← links)
- Term structure modelling of defaultable bonds (Q375366) (← links)
- Consumer default with complete markets: default-based pricing and finite punishment (Q403709) (← links)
- Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Credit risk analysis of mortgage loans: An application to the Italian market (Q704063) (← links)
- Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
- Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
- A bidimensional approach to mortality risk (Q882489) (← links)
- A boundary crossing model of counterparty risk (Q951388) (← links)
- Default and information (Q959675) (← links)
- Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833) (← links)
- Incomplete markets, continuum of states and default (Q1381095) (← links)
- Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process. (Q1423367) (← links)
- General dynamic term structures under default risk (Q1615894) (← links)
- Risk externalities: when financial imperfections are not the problem, but part of the solution (Q1669112) (← links)
- Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
- The optimal analysis of default probability for a credit risk model (Q1725187) (← links)
- A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes (Q1787114) (← links)
- The pricing of total return swap under default contagion models with jump-diffusion interest rate risk (Q1985946) (← links)
- The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
- A Monte-Carlo based approach for pricing credit default swaps with regime switching (Q2293596) (← links)
- Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
- Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling (Q2463723) (← links)
- Credit derivatives in an affine framework (Q2471738) (← links)
- Default-risky bond prices with jumps, liquidity risk and incomplete information (Q2477606) (← links)
- A simulation environment for discontinuous portfolio value processes (Q2722288) (← links)
- Financial system: Innovations and pricing of risks (Q2762650) (← links)
- Stochastic mortality under measure changes (Q3103210) (← links)
- Counterparty Risk in Financial Contracts: Should the Insured Worry about the Insurer?<sup>*</sup> (Q3162722) (← links)
- On a multivariate Markov chain model for credit risk measurement (Q3375399) (← links)
- A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model (Q3395728) (← links)
- The fair value of guaranteed annuity options (Q3440844) (← links)
- Multiscale Intensity Models for Single Name Credit Derivatives (Q3502204) (← links)
- CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (Q3523607) (← links)
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (Q3632862) (← links)
- Default risk and derivative products (Q4541531) (← links)
- Default risk and derivative products (Q4541532) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
- A Generalized Intensity-Based Framework for Single-Name Credit Risk (Q4689912) (← links)
- HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (Q4906525) (← links)
- The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522) (← links)
- DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES (Q5061485) (← links)
- AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING (Q5158750) (← links)
- Utility valuation of multi-name credit derivatives and application to CDOs (Q5190134) (← links)
- ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK (Q5358107) (← links)
- Discrete credit barrier models (Q5711163) (← links)
