Pages that link to "Item:Q5162860"
From MaRDI portal
The following pages link to Credit Risk Propagation in Structural-Form Models (Q5162860):
Displaying 10 items.
- Exposure at default models with and without the credit conversion factor (Q323002) (← links)
- Multidimensional structural credit modeling under stochastic volatility (Q361588) (← links)
- Credit risk in general equilibrium (Q471329) (← links)
- Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
- Generalized CreditRisk\(^+\) model and applications (Q906198) (← links)
- Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models (Q1025335) (← links)
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
- Erratum to: Dependence properties of dynamic credit risk models (Q3143708) (← links)
- Reduced-Form Modeling of Counterparty Risk on Credit Derivatives (Q3195064) (← links)
- (Q3516474) (← links)