Pages that link to "Item:Q743165"
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The following pages link to Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165):
Displaying 11 items.
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- Pricing the risks of default: a note on Madan and Unal (Q704014) (← links)
- Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process. (Q1423367) (← links)
- LLN-type approximations for large portfolio losses (Q1667412) (← links)
- Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
- On the simulation of portfolios of interest rate and credit risk sensitive securities (Q1887920) (← links)
- Randomized structural models of credit spreads (Q2866361) (← links)
- A modified structural model for credit risk (Q2909350) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
- Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach (Q6193111) (← links)
- A recursive method for fractional Hawkes intensities and the potential approach of credit risk (Q6569141) (← links)
