The following pages link to (Q4218389):
Displaying 11 items.
- Credit risk analysis of mortgage loans: An application to the Italian market (Q704063) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process. (Q1423367) (← links)
- Default risk in bond and credit derivatives markets. (Q1880667) (← links)
- Pricing of defaultable bonds with log-normal spread: development of the model and an application to Argentinean and Brazilian bonds during the Argentine crisis (Q2490453) (← links)
- A simulation environment for discontinuous portfolio value processes (Q2722288) (← links)
- A comprehensive structural model for defaultable fixed-income bonds (Q3005364) (← links)
- Term structure of credit spreads with learning and anticipation effects (Q3020620) (← links)
- (Q4817830) (← links)
- Financial models with defaultable numéraires (Q5743119) (← links)
- A pricing model for secondary market yield based floating rate notes subject to default risk. (Q5952433) (← links)
