Modeling the Forward CDS Spreads with Jumps (Q2893285): Difference between revisions

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+Bond Market Structure in the Presence of Marked Point Processes
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+Defaultable Bond Markets with Jumps
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+Pricing and trading credit default swaps in a hazard process model
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+Hedging of a credit default swaption in the CIR default intensity model
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+Market Models of Forward CDS Spreads
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+Towards a general theory of bond markets
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+Continuous-time term structure models: Forward measure approach
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+Changes of filtrations and of probability measures
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+Semi-martingales et grossissement d'une filtration
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+The Mean-Variance Hedging in a Bond Market with Jumps
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+Mathematical methods for financial markets.
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