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PDE approach to the valuation and hedging of basket credit derivatives
Rutkowski, Marek; Yousiph, Khan - In: International journal of theoretical and applied finance 10 (2007) 8, pp. 1261-1285
Persistent link: https://www.econbiz.de/10003632076
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On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J.; Tunaru, Radu - In: International journal of theoretical and applied finance 10 (2007) 8, pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
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Special issue on credit correlation : life after copulas
Lipton, Alexander (contributor) - 2007
Persistent link: https://www.econbiz.de/10003503331
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Stochastic intensity modeling for structured credit exotics
Chapovsky, Alexander; Rennie, Andrew; Tavares, Pedro - In: International journal of theoretical and applied finance 10 (2007) 4, pp. 633-652
Persistent link: https://www.econbiz.de/10003503353
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Dangerous knowledge : credit value adjustment with credit triggers
Yi, Chuang - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 839-865
Persistent link: https://www.econbiz.de/10009381002
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On the credit risk of secured loans with maximum loan-to-value covenants
Astic, Fabian; Tourin, Agnès - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-19
Persistent link: https://www.econbiz.de/10010498789
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Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi; Nishihara, Michi - In: International journal of theoretical and applied finance 24 (2021) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
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Modeling lifetime expected credit losses on bank loans
Chellathurai, Thamayanthi - In: International journal of theoretical and applied finance 24 (2021) 8, pp. 1-49
Persistent link: https://www.econbiz.de/10012887420
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Managing corporate liquidity : strategies and pricing implications
Asvanunt, Attakrit; Broadie, Mark; Sundaresan, Suresh M. - In: International journal of theoretical and applied finance 14 (2011) 3, pp. 369-406
Persistent link: https://www.econbiz.de/10009154911
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Restructuring counterparty credit risk
Albanese, Claudio; Brigo, Damiano; Oertel, Frank - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10009748714