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Credit risk 2 Insolvency 2 Insolvenz 2 Kreditrisiko 2 Kredittilgung 2 Loan repayment 2 Stochastic process 2 Stochastischer Prozess 2 Bank lending 1 Credit 1 Default 1 Derivat 1 Derivative 1 Interest rate 1 KMU 1 Kredit 1 Kreditgeschäft 1 Option pricing theory 1 Optionspreistheorie 1 Poisson process 1 SME 1 Stochastic loan repayment 1 Theorie 1 Theory 1 Zins 1 amortization 1 default 1 fixed repayment 1 interest rate 1 loan loss reserve 1 present value 1 revenue-based lending 1 risk-neutral valuation 1 ruin 1 stochastic differential equation 1 stochastic repayment 1
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Undetermined 2
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Mazengera, Hassan 2
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Annals of financial economics 1 International journal of financial engineering 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Derivation of a stochastic loan repayment model for valuing a revenue-based loan contract
Mazengera, Hassan - In: Annals of financial economics 12 (2017) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10011853470
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Revenue-based lending for SMEs
Mazengera, Hassan - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-20
Persistent link: https://www.econbiz.de/10011778280
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