Pages that link to "Item:Q375319"

The following pages link to Credit events and the valuation of credit derivatives of basket type (Q375319):

Displaying 9 items.

• Valuation of portfolio credit derivatives with default intensities using the Vasicek model (Q633823) (← links)
• Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
• On the term structure of lending interest rates when a fraction of collateral is recovered upon default (Q1880944) (← links)
• On the simulation of portfolios of interest rate and credit risk sensitive securities (Q1887920) (← links)
• Basket credit default swap pricing with two defaultable counterparties (Q2122272) (← links)
• Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
• ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS (Q3503046) (← links)
• Valuation of a loan-only credit default swap with negatively correlated default and prepayment intensities (Q4903546) (← links)
• Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models (Q5156996) (← links)