Results 321 to 330 of about 2,024,637 (356)

Can Structural Models Price Default Risk? New Evidence from Bond and Credit Derivative Markets

, 2005
Jan Ericsson, Joel Reneby, Hao Wang
semanticscholar   +1 more source

Pricing Derivatives on Financial Securities Subject to Credit Risk

, 1995
R. Jarrow, S. Turnbull
semanticscholar   +1 more source

Credit Derivatives

2009
Trueck Stefan, Rachev Svetlozar T.
openaire   +2 more sources

Rehypothecation Dilemma: Impact of Collateral Rehypothecation on Derivative Prices Under Bilateral Counterparty Credit Risk

, 2013
Y. Sakurai, Yoshihiko Uchida
semanticscholar   +1 more source

Credit derivatives

2006
Ren-Raw Chen, Jing-Zhi Huang
openaire   +1 more source

Finding Clearing Payments in Financial Networks with Credit Default Swaps is PPAD-complete

Information Technology Convergence and Services, 2017
Steffen Schuldenzucker, Sven Seuken, S. Battiston   +2 more
semanticscholar   +1 more source

Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

, 2009
Dion Bongaerts, Frank de Jong, Joost Driessen   +2 more
semanticscholar   +1 more source

Credit risk and credit derivatives

Πιστωτικός Κίνδυνος & Μηχανική Μάθηση Ο πιστωτικός κίνδυνος αναφέρεται στην πιθανότητα ο δανειολήπτης να μην μπορεί να αποπληρώσει τα δάνειά του, κάτι που προκαλεί οικονομικές απώλειες για τον δανειστή. Ο κίνδυνος αυτός είναι εγγενής σε διάφορα χρηματοοικονομικά προϊόντα, όπως τα δάνεια και τα ομόλογα.
openaire   +2 more sources

Pricing Derivative Credit Risk

, 1999
M. Ammann
semanticscholar   +1 more source

On measuring credit risks of derivative instruments

, 1996
G. Duffee
semanticscholar   +1 more source