Pages that link to "Item:Q3655556"
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The following pages link to VALUATION OF CREDIT DEFAULT SWAPTIONS AND CREDIT DEFAULT INDEX SWAPTIONS (Q3655556):
Displaying 14 items.
- Optimal capital structure with an equity-for-guarantee swap (Q356603) (← links)
- Hedging of a credit default swaption in the CIR default intensity model (Q483934) (← links)
- Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
- The dynamic spread of the forward CDS with general random loss (Q1724436) (← links)
- Credit default swaps: implied ratings versus official ones (Q1936658) (← links)
- Expectations of functions of stochastic time with application to credit risk modeling (Q2831002) (← links)
- Credit derivatives pricing with stochastic volatility models (Q2842532) (← links)
- Valuation of cross-currency Bermudan swaptions (Q2886012) (← links)
- A counterparty valuation adjustment calculation model of multi-counterparties credit default swap (Q2924607) (← links)
- NO-ARMAGEDDON MEASURE FOR ARBITRAGE-FREE PRICING OF INDEX OPTIONS IN A CREDIT CRISIS (Q3100747) (← links)
- Credit default swaps with and without counterparty and collateral adjustments (Q3145079) (← links)
- (Q4218393) (← links)
- A new interpretation and derivation of the Swaps index (Q6093679) (← links)
- A LÉVY-DRIVEN ORNSTEIN–UHLENBECK PROCESS FOR THE VALUATION OF CREDIT INDEX SWAPTIONS (Q6119775) (← links)