Pages that link to "Item:Q642743"

The following pages link to Credit risky securities valuation under a contagion model with interacting intensities (Q642743):

Displaying 14 items.

• The intensity model for pricing credit securities with jump diffusion and counterparty risk (Q541467) (← links)
• Credit risk and contagion via self-exciting default intensity (Q902175) (← links)
• A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap (Q940499) (← links)
• Basket CDS pricing with interacting intensities (Q964685) (← links)
• A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes (Q1787114) (← links)
• Pricing of multiple defaultable bond (Q1847632) (← links)
• The pricing of total return swap under default contagion models with jump-diffusion interest rate risk (Q1985946) (← links)
• The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
• A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
• Bankruptcy, Counterparty Risk, and Contagion* (Q5430113) (← links)
• (Q5499379) (← links)
• A default contagion model for pricing defaultable bonds from an information based perspective (Q6101028) (← links)
• Credit risk contagion and optimal dual control -- an SIS/R model (Q6104739) (← links)
• A contagion process with self-exciting jumps in credit risk applications (Q6104946) (← links)