Loan guarantee portfolios and joint loan guarantees with stochastic interest rates
Year of publication: |
2006
|
---|---|
Authors: | Chang, Chuang-chang ; Chung, San-Lin ; Yu, Min-Teh |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 46.2006, 1, p. 16-35
|
Subject: | Kreditsicherung | Collateral | Portfolio-Management | Portfolio selection | Bürgschaft | Surety | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Theorie | Theory |
-
Dynamic risk model for CMO with credit tranching
Parnes, Dror, (2015)
-
Modeling correlation structure for collateralized debt obligations
Ilalan, Deniz, (2015)
-
Guarantees and bank loan interest rates in Italian small-sized firms
Calcagnini, Giorgio, (2012)
- More ...
-
Valuation and hedging of differential swaps
Chang, Chuang-chang, (2002)
-
Valuation and Hedging of Differential Swaps
Chang, Chuang-Chang, (2002)
-
Loan guarantee portfolios and joint loan guarantees with stochastic interest rates
Chang, Chuang-Chang, (2006)
- More ...