Pages that link to "Item:Q5190134"
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The following pages link to Utility valuation of multi-name credit derivatives and application to CDOs (Q5190134):
Displaying 15 items.
- Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
- Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
- Utility indifference valuation of corporate bond with rating migration risk (Q889421) (← links)
- Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
- Default clustering in large portfolios: typical events (Q1948691) (← links)
- A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
- ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS (Q3608737) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- Systemic Risk and Default Clustering for Large Financial Systems (Q4560344) (← links)
- INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
- Bond indifference prices (Q5014252) (← links)
- A Risk-Sharing Framework of Bilateral Contracts (Q5112729) (← links)
- LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT (Q5175224) (← links)
- Risk-Sensitive Asset Management and Cascading Defaults (Q5219291) (← links)
- Indifference pricing of credit default swaps in a multi-period model (Q6102890) (← links)
