Pages that link to "Item:Q940499"

The following pages link to A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap (Q940499):

Displaying 7 items.

• Pricing options with credit risk in a reduced form model (Q457616) (← links)
• The intensity model for pricing credit securities with jump diffusion and counterparty risk (Q541467) (← links)
• Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
• A new default probability calculation formula and its application under uncertain environments (Q1727067) (← links)
• The pricing of total return swap under default contagion models with jump-diffusion interest rate risk (Q1985946) (← links)
• The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
• A counterparty valuation adjustment calculation model of multi-counterparties credit default swap (Q2924607) (← links)