The following pages link to (Q3550879):
Displaying 6 items.
- Default barrier intensity model for credit risk evaluation (Q464482) (← links)
- Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model (Q1776023) (← links)
- Jacobi stochastic volatility factor for the LIBOR market model (Q2675815) (← links)
- Model Risk in Finance: Some Modeling and Numerical Analysis Issues (Q3631183) (← links)
- Credit-Risk Modelling (Q4561684) (← links)
- Credit risk valuation. Methods, models, and applications. (Q5940714) (← links)