The following pages link to Credit Risk Modeling (Q3646982):
Displaying 36 items.
- Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework (Q346621) (← links)
- Taming animal spirits: risk management with behavioural factors (Q470654) (← links)
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models (Q1929893) (← links)
- The valuation of multi-counterparties CDS with credit rating migration (Q2033486) (← links)
- Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
- A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
- Linear credit risk models (Q2282965) (← links)
- Information reduction via level crossings in a credit risk models (Q2463710) (← links)
- Closed-form likelihood estimation for one type of affine point processes (Q2830794) (← links)
- PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (Q2874734) (← links)
- ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT (Q2892981) (← links)
- CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION (Q2941063) (← links)
- RANDOM TIME FORWARD-STARTING OPTIONS (Q2953302) (← links)
- Sato Processes in Default Modelling (Q3063871) (← links)
- DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS (Q3100992) (← links)
- TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING (Q3161734) (← links)
- COUNTERPARTY RISK FOR CREDIT DEFAULT SWAP WITH STATES RELATED DEFAULT INTENSITY PROCESSES (Q3225032) (← links)
- AN INFINITE FACTOR MODEL FOR CREDIT RISK (Q3379409) (← links)
- PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION (Q3393978) (← links)
- INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL (Q3502165) (← links)
- Multiscale Intensity Models for Single Name Credit Derivatives (Q3502204) (← links)
- A Structural Model with Unobserved Default Boundary (Q3502208) (← links)
- FAST VALUATION OF FORWARD-STARTING BASKET DEFAULT SWAPS (Q3564988) (← links)
- AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL (Q3576954) (← links)
- MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (Q3608736) (← links)
- An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads (Q3621148) (← links)
- COMPUTING CREDIT VALUATION ADJUSTMENT FOR BERMUDAN OPTIONS WITH WRONG WAY RISK (Q4602499) (← links)
- Calculation of Exposure Profiles and Sensitivities of Options under the Heston and the Heston Hull-White Models (Q4604870) (← links)
- A Mean Field Game of Optimal Stopping (Q4610159) (← links)
- A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction (Q4648541) (← links)
- GRAPHICAL MODELS FOR CORRELATED DEFAULTS (Q4919613) (← links)
- Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator (Q4994164) (← links)
- Pricing barrier stock options with discrete dividends by approximating analytical formulae (Q5245897) (← links)
- An inhomogeneous semi-Markov model for the term structure of credit risk spreads (Q5475395) (← links)
- PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)
