Pages that link to "Item:Q3098753"
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The following pages link to A Top-Down Approach to Multiname Credit (Q3098753):
Displayed 16 items.
- A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
- Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework (Q346621) (← links)
- Modeling of contagious credit events and risk analysis of credit portfolios (Q431916) (← links)
- Decomposing aggregate risk into marginal risks under partial information: A top-down method (Q514120) (← links)
- Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394) (← links)
- Dynamics of multivariate default system in random environment (Q1679470) (← links)
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
- PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL (Q2842530) (← links)
- CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION (Q2941063) (← links)
- Interacting default intensity with a hidden Markov process (Q4555109) (← links)
- A set-valued Markov chain approach to credit default (Q4991050) (← links)
- Portfolio credit risk with predetermined default orders (Q5001115) (← links)
- A TOP-DOWN APPROACH FOR THE MULTIPLE EXERCISES AND VALUATION OF EMPLOYEE STOCK OPTIONS (Q5114675) (← links)
- On pricing basket credit default swaps (Q5400652) (← links)
- Large and moderate deviations for a discrete-time marked Hawkes process (Q6164685) (← links)