Application of assets pricing model in measuring supplier's default risk

MaRDI QIDQ3609974zbMATHFDO

Authors Ying Jiang, LiYa Wang

Publication date 6 March 2009

zbMATH Keywords

dynamic programmingassets pricingsupplier relationship strategy

Mathematics Subject Classification ID

Dynamic programming (90C39)

Recommendations

• A credit risk modelling approach to assess supplier default risk
• Designing trade credit coordination contracts in supply chains based on default risk
• Vulnerable options in supply chains: Effects of supplier competition
• An integrated inventory model with default risk under two stage trade credit financing
• Contingent Claims Contracting for Purchasing Decisions in Inventory Management

Cited in

(4)

• A credit risk modelling approach to assess supplier default risk
• Optimizing price of credit default swaps for dynamic project system of public-private partnership
• scientific article; zbMATH DE number 2080680 (Why is no real title available?)
• Negative default dependencies: do automotive suppliers benefit from their competitors' default?

This page was built for publication: Application of assets pricing model in measuring supplier's default risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3609974)