Pages that link to "Item:Q5430113"
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The following pages link to Bankruptcy, Counterparty Risk, and Contagion* (Q5430113):
Displaying 14 items.
- Counterparty risk and funding: immersion and beyond (Q331358) (← links)
- A mathematical treatment of bank monitoring incentives (Q471170) (← links)
- Modelling default contagion using multivariate phase-type distributions (Q539143) (← links)
- Bankruptcy and firm finance (Q929351) (← links)
- A boundary crossing model of counterparty risk (Q951388) (← links)
- Credit contagion and aggregate losses (Q956527) (← links)
- Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
- Market discipline of subordinated debt in banking: The case of costly bankruptcy (Q1887924) (← links)
- Forward transition rates (Q2274227) (← links)
- Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting) (Q2693045) (← links)
- Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981) (← links)
- Valuation of Structured Financial Products by Adaptive Multiwavelet Methods in High Dimensions (Q5256567) (← links)
- Credit portfolio selection with decaying contagion intensities (Q5743120) (← links)
- An extension of Davis and Lo's contagion model (Q5746773) (← links)