Pages that link to "Item:Q5420697"
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The following pages link to A SPREAD-RETURN MEAN-REVERTING MODEL FOR CREDIT SPREAD DYNAMICS (Q5420697):
Displaying 7 items.
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- Implications of implicit credit spread volatilities on interest rate modelling (Q1694952) (← links)
- Forecasting credit losses with the reversal in credit spreads (Q1741762) (← links)
- A simple model for credit migration and spread curves (Q2488476) (← links)
- A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION (Q3005958) (← links)
- PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT (Q4645326) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)