Results 121 to 130 of about 107,244 (261)

Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps [PDF]

, 2008
Damiano Brigo, Agostino Capponi
openalex   +1 more source

Wrong-Way Bounds in Counterparty Credit Risk Management [PDF]

, 2015
Amir Memartoluie, David Saunders, Tony S. Wirjanto   +2 more
openalex   +1 more source

The role of policies in reducing the cost of capital for offshore wind. [PDF]

iScience, 2023
Đukan M, Gumber A, Egli F, Steffen B.
europepmc   +1 more source

Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization [PDF]

, 2019
Tim Xiao
openalex  

Explicit solution to an inverse first-passage time problem for L\'{e}vy processes. Application to counterparty credit risk [PDF]

, 2013
Mark H. Davis, Martijn Pistorius
openalex  

The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment

, 2020
Tim Xiao
openalex   +2 more sources

Alliance-based modeling of interbank lending networks: insights into risk contagion dynamics. [PDF]

PLoS One
Jiang Z, Jiang X, Yan H, Xie Y, Yao J.
europepmc   +1 more source

Micro-level transmission of monetary policy shocks: The trading book channel. [PDF]

J Econ Behav Organ, 2020
Silva TC, Guerra SM, da Silva MA, Tabak BM.   +3 more
europepmc   +1 more source

Research on the automation of intelligent accounting information processing process driven by neural networks. [PDF]

Sci Rep
Cai M.
europepmc   +1 more source