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~subject:"reduced form model"
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reduced form model
Credit risk
46
Kreditrisiko
36
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reduced form
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18
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reduced-form model
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reduced-form models
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Buzková, Petra
3
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2
Nicolato, Elisa
2
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1
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1
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1
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1
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
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1
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RePEc
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1
Has the relationship between market and model CDS price changed during the EMU debt crisis?
Buzková, Petra
-
2014
price. In the first part of the article we use adopted
reduced
form
CDS valuation model to obtain model CDS price which is …
Persistent link: https://www.econbiz.de/10010420211
Saved in:
2
Has the relationship between market and model CDS price changed during the EMU debt crisis?
Buzková, Petra
-
2014
price. In the first part of the article we use adopted
reduced
form
CDS valuation model to obtain model CDS price which is …
Persistent link: https://www.econbiz.de/10010358358
Saved in:
3
Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?
Buzková, Petra
-
Institut ekonomických studií, Univerzita Karlova v Praze
-
2014
price. In the first part of the article we use adopted
reduced
form
CDS valuation model to obtain model CDS price which is …
Persistent link: https://www.econbiz.de/10011078536
Saved in:
4
Market liquidity risk premia in Eurozone government bonds' yield spreads
Kahlert, Dennis
- In:
Three essays on capital and liquidity
,
(pp. 54-106)
.
2018
Persistent link: https://www.econbiz.de/10012116890
Saved in:
5
Corporate debt pricing I.
Ilya, Gikhman
-
Volkswirtschaftliche Fakultät, …
-
2007
coincide with the
reduced
form
of the default setting. …
Persistent link: https://www.econbiz.de/10005836474
Saved in:
6
Estimation of the Default Risk of Publicly Traded Canadian Companies
Dionne, Georges
;
Laajimi, Sadok
;
Mejri, Sofiane
; …
-
Centre Interuniversitaire sur le Risque, les Politiques …
-
2006
. This flexibility would not be possible with a
reduced-form
model. We also conducted a preliminary analysis of correlations …
Persistent link: https://www.econbiz.de/10005067688
Saved in:
7
Sato Processes in Default Modelling
Kokholm, Thomas
;
Nicolato, Elisa
- In:
Applied Mathematical Finance
17
(
2010
)
5
,
pp. 377-397
In
reduced
form
default models, the instantaneous default intensity is the classical modelling object. Survival …
Persistent link: https://www.econbiz.de/10008675004
Saved in:
8
Sato Processes in Default Modeling
Kokholm, Thomas
;
Nicolato, Elisa
-
Ehrvervøkonomisk Institut, Institut for Økonomi
-
2009
In
reduced
form
default models, the instantaneous default intensity is classically the modeling object. Survival …
Persistent link: https://www.econbiz.de/10004992907
Saved in:
9
Regulation of Mobile Telephony across the European Union: An Empirical Analysis
Grzybowski, Lukasz
- In:
Journal of Regulatory Economics
28
(
2005
)
1
,
pp. 47-67
across the European Union. I estimate a
reduced
form
model of the mobile industry using panel data for the EU countries from …
Persistent link: https://www.econbiz.de/10005678525
Saved in:
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