Results 341 to 350 of about 2,024,637 (356)

Credit Swap Valuation

, 1999
D. Duffie
semanticscholar   +1 more source

Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks

, 2014
D. Brigo, A. Pallavicini
semanticscholar   +1 more source

Credit derivatives

2008
openaire   +2 more sources

Financial Innovation and Bank Behavior: Evidence from Credit Markets

, 2011
Lars Norden, Consuelo Silva Buston, W. Wagner   +2 more
semanticscholar   +1 more source

Credit Derivatives

2016
openaire   +2 more sources

Credit Derivatives

2013
John Hull, Alan White
openaire   +2 more sources

Equity-credit modeling under affine jump-diffusion models with jump-to-default

, 2014
T. Chung, Y. Kwok
semanticscholar   +1 more source

Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation

, 2004
J. Hull, Alan G. White
semanticscholar   +1 more source

Credit Risk Modeling

, 2009
D. Lando
semanticscholar   +1 more source

Pricing and Hedging of Credit Risk : Replication and Mean-Variance Approaches

T. Bielecki, M. Jeanblanc, M. Rutkowski
semanticscholar   +1 more source