Pages that link to "Item:Q5400654"
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The following pages link to Credit gap risk in a first passage time model with jumps (Q5400654):
Displaying 4 items.
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- Large portfolio losses in a turbulent market (Q2030632) (← links)
- Model risk of contingent claims (Q4554508) (← links)
- Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims (Q5029938) (← links)