Pages that link to "Item:Q621671"
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The following pages link to Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671):
Displayed 7 items.
- Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market (Q256747) (← links)
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- A defaultable HJM modelling of the Libor rate for pricing basis swaps after the credit crunch (Q320915) (← links)
- Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177) (← links)
- Implications of implicit credit spread volatilities on interest rate modelling (Q1694952) (← links)
- Evaluating corporate bonds with complicated liability structures and bond provisions (Q2254005) (← links)
