Narrow search
Showing 1 - 10 of 638
Cover Image
Structural recovery of face value at default
Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea - In: European journal of operational research : EJOR 283 (2020) 3, pp. 1148-1171
Persistent link: https://www.econbiz.de/10012171774
Cover Image
Evaluating corporate bonds with complicated liability structures and bond provisions
Wang, Chuan-ju; Dai, Tian-shyr; Lyuu, Yuh-dauh - In: European journal of operational research : EJOR 237 (2014) 2, pp. 749-757
Persistent link: https://www.econbiz.de/10010379934
Cover Image
An incentive-compatible solution for trade credit term incorporating default risk
Shi, Xiaojun; Zhang, Shunming - In: European journal of operational research : EJOR 206 (2010) 1, pp. 178-196
Persistent link: https://www.econbiz.de/10003968498
Cover Image
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana - In: European journal of operational research : EJOR 249 (2016) 1, pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Cover Image
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana - In: European journal of operational research : EJOR 263 (2017) 2, pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
Cover Image
Mildly explosive dynamics in U.S. fixed income markets
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - In: European journal of operational research : EJOR 287 (2020) 2, pp. 712-724
Persistent link: https://www.econbiz.de/10012293943
Cover Image
Evaluation of credit risk based on firm performance
Psillaki, Maria; Tsolas, Ioannis E.; Margaritis, Dimitris - In: European journal of operational research : EJOR 201 (2010) 3, pp. 873-881
Persistent link: https://www.econbiz.de/10003959881
Cover Image
Spline based survival model for credit risk modeling
Luo, Sirong; Kong, Xiao; Nie, Tingting - In: European journal of operational research : EJOR 253 (2016) 3, pp. 869-879
Persistent link: https://www.econbiz.de/10011494111
Cover Image
Integrated structural approach to Credit Value Adjustment
Ballotta, Laura; Fusai, Gianluca; Marazzina, Daniele - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1143-1157
Persistent link: https://www.econbiz.de/10011942867
Cover Image
A multistage linear stochastic programming model for optimal corporate debt management
Valladão, Davi M.; Veiga, Alvaro; Veiga, Geraldo - In: European journal of operational research : EJOR 237 (2014) 1, pp. 303-311
Persistent link: https://www.econbiz.de/10010378601