Pages that link to "Item:Q5430113"
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The following pages link to Bankruptcy, Counterparty Risk, and Contagion* (Q5430113):
Displaying 8 items.
- A mathematical treatment of bank monitoring incentives (Q471170) (← links)
- Modelling default contagion using multivariate phase-type distributions (Q539143) (← links)
- Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
- Forward transition rates (Q2274227) (← links)
- ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT (Q2892981) (← links)
- Valuation of Structured Financial Products by Adaptive Multiwavelet Methods in High Dimensions (Q5256567) (← links)
- Credit portfolio selection with decaying contagion intensities (Q5743120) (← links)
- An extension of Davis and Lo's contagion model (Q5746773) (← links)
