Pages that link to "Item:Q964685"
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The following pages link to Basket CDS pricing with interacting intensities (Q964685):
Displayed 18 items.
- Valuation of portfolio credit derivatives with default intensities using the Vasicek model (Q633823) (← links)
- Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
- On correlated defaults and incomplete information (Q2031381) (← links)
- Basket credit default swap pricing with two defaultable counterparties (Q2122272) (← links)
- Basket credit derivative pricing in a Markov chain model with interacting intensities (Q2209220) (← links)
- The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
- Credit risk model with contagious default dependencies affected by macro-economic condition (Q2275829) (← links)
- THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL (Q2998844) (← links)
- Interacting default intensity with a hidden Markov process (Q4555109) (← links)
- A factor contagion model for portfolio credit derivatives (Q4683088) (← links)
- Portfolio credit risk with predetermined default orders (Q5001115) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090) (← links)
- On pricing basket credit default swaps (Q5400652) (← links)
- Contagion models a la carte: which one to choose? (Q5746772) (← links)
- A default contagion model for pricing defaultable bonds from an information based perspective (Q6101028) (← links)
- Valuation of <i>k</i>th-to-default credit-linked notes with counterparty risk in a reduced-form model (Q6106209) (← links)
- Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799) (← links)