Pages that link to "Item:Q375320"
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The following pages link to Valuation of a credit swap of the basket type (Q375320):
Displaying 14 items.
- Credit events and the valuation of credit derivatives of basket type (Q375319) (← links)
- Valuation of portfolio credit derivatives with default intensities using the Vasicek model (Q633823) (← links)
- Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
- An economic premium principle in a multiperiod economy. (Q1413269) (← links)
- Valuation of credit default swaps and swaptions (Q1776007) (← links)
- On the term structure of lending interest rates when a fraction of collateral is recovered upon default (Q1880944) (← links)
- On the simulation of portfolios of interest rate and credit risk sensitive securities (Q1887920) (← links)
- Numerical methods to quantify the model risk of basket default swaps (Q2453103) (← links)
- Valuation of cross-currency Bermudan swaptions (Q2886012) (← links)
- Pricing the credit default swap rate for jump diffusion default intensity processes (Q3063847) (← links)
- Fast Pricing of Basket Default Swaps (Q3392172) (← links)
- ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS (Q3503046) (← links)
- (Q4792521) (← links)
- Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models (Q5156996) (← links)
