//--> //--> //-->
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:"Stochastic process"
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:"Hull-White multi-factor interest rate model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Stochastic intensity
2
credit default swaps
2
credit value adjustment
2
wrong way risk
2
Black-Karasinski model
1
Black–Karasinski model
1
Credit derivative
1
Credit rating
1
Credit risk
1
Financial services
1
Finanzdienstleistung
1
Hull-White multi-factor interest rate model
1
Hull–White multi-factor interest rate model
1
Interest rate
1
Kreditderivat
1
Kreditrisiko
1
Kreditwürdigkeit
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Yield curve
1
Zins
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ng, Leslie
1
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Numerical procedures for a wrong way risk model with lognormal Hazard rates and Gaussian interest rates
Ng, Leslie
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010243617
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->