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Sample selection bias in mortgage market credit risk modeling
Lozinskaia, Agatha - In: Financial econometrics and empirical market microstructure, (pp. 249-262). 2015
Persistent link: https://www.econbiz.de/10011326622
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A remark on default risk models
Kusuoka, Shigeo - In: Advances in mathematical economics 1 (1999), pp. 69-82
Persistent link: https://www.econbiz.de/10001565547
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Modeling and valuation of credit risk
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek - In: Stochastic methods in finance : lectures given at the …, (pp. 27-126). 2004
Persistent link: https://www.econbiz.de/10002526431
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Immersion property and credit risk modelling
Jeanblanc, Monique; Cam, Yann Le - In: Optimality and risk - modern trends in mathematical …, (pp. 99-131). 2009
Persistent link: https://www.econbiz.de/10003948445
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Apply deep reinforcement learning with quantum computing on the pricing of American options
Yang, Junzheng - In: Internet finance and digital economy : advances in …, (pp. 675-694). 2024
Persistent link: https://www.econbiz.de/10014534615
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Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de; Mordecki, Ernesto - In: Trends in mathematical economics : dialogues between …, (pp. 99-121). 2016
Persistent link: https://www.econbiz.de/10011800675
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Financial market development, monetary policy and financial stability in emerging market economies (Mexico)
Banco de México - In: Financial market development, monetary policy and …, (pp. 195-206). 2020
Persistent link: https://www.econbiz.de/10012433016
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Risk, asset and liability management in banking : conceptual and contemporary approach
Guzel, Adnan - In: Financial ecosystem and strategy in the digital era : …, (pp. 121-177). 2021
Persistent link: https://www.econbiz.de/10012615032
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The war that bond markets did not perceive as such : the prices of South African bonds during the Second Anglo-Boer War: an extreme case of resilience
Oosterlinck, Kim; Van Gansbeke, Marie - In: Expectations : theory and applications from historical …, (pp. 147-167). 2020
When a conflict breaks out, warring states' bond prices generally experience sharp declines. As military defeat may prompt the winner to ask for reparations, bonds issued by the losing party are usually even more affected. By contrast, during the Second Anglo-Boer War (1899-1902), the prices of...
Persistent link: https://www.econbiz.de/10012199577
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"Nobody’s child" : he Bank of Greece in the interwar years
Kakridis, Andreas - In: The spread of the modern central bank and global …, (pp. 225-267). 2023
Persistent link: https://www.econbiz.de/10014474574