Pages that link to "Item:Q375366"
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The following pages link to Term structure modelling of defaultable bonds (Q375366):
Displaying 19 items.
- Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311) (← links)
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671) (← links)
- An integrated pricing model for defaultable loans and bonds (Q704061) (← links)
- Alternative defaultable term structure models (Q841849) (← links)
- How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
- Credit risk and contagion via self-exciting default intensity (Q902175) (← links)
- General dynamic term structures under default risk (Q1615894) (← links)
- On the simulation of portfolios of interest rate and credit risk sensitive securities (Q1887920) (← links)
- Credit risk and asymmetric information: a simplified approach (Q1994373) (← links)
- Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
- Valuation of credit derivatives with multiple time scales in the intensity model (Q2336889) (← links)
- Multiscale analysis on the pricing of intensity-based defaultable bonds (Q2375480) (← links)
- Consistent dynamic affine mortality models for longevity risk applications (Q2445991) (← links)
- Pricing of defaultable bonds with log-normal spread: development of the model and an application to Argentinean and Brazilian bonds during the Argentine crisis (Q2490453) (← links)
- Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
- Multiscale Intensity Models for Single Name Credit Derivatives (Q3502204) (← links)
- LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS (Q4563788) (← links)
- Inside the EMs Risky Spreads and CDS-Sovereign Bonds Basis (Q4689915) (← links)
- Defaultable Bond Markets with Jumps (Q5388160) (← links)
