The challenge in managing new financial risks: adopting an heuristic or theoretical approach

DOI10.1007/s10479-016-2231-3zbMath1406.91472OpenAlexW2417773726MaRDI QIDQ513101

Nadège Peltre, Pascal Damel, Hoai An Le Thi

Publication date: 3 March 2017

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-016-2231-3

zbMATH Keywords

financial crisisliquidity riskcontingent approachcredit risk modeinterest rate stochastic process

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Credit risk (91G40)

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