//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Affine Specification"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Contagion model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Affine Specification
Contagion model
5
contagion model
5
Theorie
4
Theory
4
Ansteckungseffekt
3
Contagion effect
3
Counterparty risk
3
diffusion
3
innovations
3
threshold model
3
Affine specification
2
Contagion Model
2
Contagion and interdependence
2
Credit Value Adjustment
2
Credit default swap
2
Credit derivative
2
Credit risk
2
Credit valuation adjustment
2
Credit value adjustment
2
Financial crisis
2
Finanzkrise
2
Heteroskedasticity in the canonical contagion model
2
Instrumental variables
2
Kreditderivat
2
Kreditrisiko
2
Markov chain
2
Stochastic Intensities and Interest
2
Stochastic pre-intensities and interest
2
Survival Measure
2
Survival measure
2
heterogeneous adopters
2
investment lags
2
labor productivity and TFP growth-surges
2
learning-by-doing
2
technology adoption
2
Analytic pricing formula
1
Arbeitsproduktivität
1
Asia
1
Asien
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Bao, Qunfang
2
Chen, Si
2
Li, Shenghong
2
Liu, Guimei
2
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Published in...
All
MPRA Paper
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Unilateral CVA for CDS in
Contagion
Model
_with Volatilities and Correlation of Spread and Interest
Bao, Qunfang
;
Chen, Si
;
Liu, Guimei
;
Li, Shenghong
-
Volkswirtschaftliche Fakultät, …
-
2010
reference with a particular
contagion
model
with stochastic intensities that is proposed by Bao et al. 2010. Stochastic interest …
Persistent link: https://www.econbiz.de/10008685037
Saved in:
2
Unilateral CVA for CDS in
Contagion
model
: With volatilities and correlation of spread and interest
Bao, Qunfang
;
Chen, Si
;
Liu, Guimei
;
Li, Shenghong
-
Volkswirtschaftliche Fakultät, …
-
2010
reference with a particular
contagion
model
with stochastic intensities that is proposed by Bao et al. 2010. Stochastic interest …
Persistent link: https://www.econbiz.de/10008805870
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->