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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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Essays on credit risk, interest rate risk and macroeconomic risk
Hou, Yuanfeng - 2003
Persistent link: https://www.econbiz.de/10003628359
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Encyclopedia of Finance
Lee, Cheng F. (ed.); Lee, Alice C. (ed.) - 2021
A Brief Review of the Errors-in-Variables Problem in Asset Pricing Tests -- A Comparison of Formulas to Compute Implied … -- Asset Pricing Models -- Bankruptcy prediction studies across countries using Multiple Criteria Linear Programming (MCLP … -- Chinese A and B Shares -- Computer Technology for Financial Service -- Conditional Asset Pricing -- Conditional Performance …
Persistent link: https://www.econbiz.de/10014227480
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The pricing of portfolio credit risk
Tarashev, Nikola A.; Zhu, Haibin - 2006
Persistent link: https://www.econbiz.de/10003376553
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BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives
Arnsdorf, Matthias; Halperin, Igor - In: The journal of computational finance 12 (2008/09) 2, pp. 77-107
Persistent link: https://www.econbiz.de/10009534630
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An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt; Löhr, Sebastian; Rösch, Daniel - In: Review of derivatives research 17 (2014) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
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Debt collateralization and maximal leverage
Gong, Feixue; Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333092
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Intensity Gamma : a new approach to pricing portfolio credit derivatives
Joshi, Mark S. (contributor); Stacey, Alan M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297306
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Factor copula model for portfolio credit risk
Kim, Sung Ik; Kim, Young Shin - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
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Debt collateralization, capital structure, and maximal leverage
Gong, Feixue; Phelan, Gregory - In: Economic theory : official journal of the Society for … 70 (2020) 2, pp. 579-605
Persistent link: https://www.econbiz.de/10012306395