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

zbMATH Open1174.91416MaRDI QIDQ3609974FDOQ3609974

Authors: Ying Jiang, LiYa Wang 

Publication date: 6 March 2009

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zbMATH Keywords

dynamic programmingassets pricingsupplier relationship strategy

Mathematics Subject Classification ID

Dynamic programming (90C39)

Cited In (4)

• Optimizing price of credit default swaps for dynamic project system of public-private partnership
• Negative default dependencies: do automotive suppliers benefit from their competitors' default?
• A credit risk modelling approach to assess supplier default risk
• Title not available (Why is that?)

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