Pages that link to "Item:Q1413309"
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The following pages link to Risk management in credit risk portfolios with correlated assets. (Q1413309):
Displaying 6 items.
- Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
- On the probability of default in a market with price clustering and jump risk (Q2175460) (← links)
- Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
- Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks (Q3440874) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
- Expected return given uncertain recovery rate and information asymmetry (Q5696462) (← links)
