The following pages link to Implied recovery (Q1032681):
Displaying 19 items.
- Recovery rates in investment-grade pools of credit assets: a large deviations analysis (Q645601) (← links)
- On a statistical analysis of implied data (Q651380) (← links)
- An optimization model for minimizing systemic risk (Q829210) (← links)
- Recovery process model (Q842837) (← links)
- \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (Q900389) (← links)
- Distressed debt prices and recovery rate estimation (Q1029236) (← links)
- Recovery process model for two companies (Q1044237) (← links)
- Local volatility and the recovery rate of credit default swaps (Q1657603) (← links)
- An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account (Q1685063) (← links)
- Research on CDS pricing model with endogenous recovery rate (Q2207878) (← links)
- Default recovery rates and aggregate fluctuations (Q2246750) (← links)
- Ross recovery and the term structure of interest rates (Q2823406) (← links)
- Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152) (← links)
- MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (Q3608736) (← links)
- Liquidity risk in derivatives valuation: an improved credit proxy method (Q4554432) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
- PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (Q5281719) (← links)
- An empirical analysis of alternative recovery risk models and implied recovery rates (Q5962133) (← links)
- Proxying credit curves via Wasserstein distances (Q6549633) (← links)
