Results 351 to 360 of about 1,960,682 (378)
Some of the next articles are maybe not open access.
2001
The previous chapters consider the risk that a counterparty to a derivative contract defaults on its contractual obligations. Additionally, in Section 5.6.2, we address the pricing of default-free derivatives on credit-risky bonds. In this chapter, we look at derivative instruments with credit risk as their underlying variable determining the payoff of
openaire +2 more sources
The previous chapters consider the risk that a counterparty to a derivative contract defaults on its contractual obligations. Additionally, in Section 5.6.2, we address the pricing of default-free derivatives on credit-risky bonds. In this chapter, we look at derivative instruments with credit risk as their underlying variable determining the payoff of
openaire +2 more sources
Credit Derivatives and Markets
2010Credit risk can be defined as the “risk of changes in value associated with unexpected changes in the credit quality” of a counterparty in a financial contract. These unexpected changes range from a reduction in the market value of the financial contract, due to a decline in the credit quality of the obligor, to the default of the counterparty, which ...
openaire +2 more sources
A credit scoring model for SMEs using AHP and TOPSIS
International Journal of Finance and Economics, 2023Pranith K Roy, Aline S Martinez
exaly
Credit risk and contagion via self-exciting default intensity
, 2015R. Elliott, Jialu Shen
semanticscholar +1 more source
Vascular Access in Oncology Patients
Ca-A Cancer Journal for Clinicians, 2008Maurizio Gallieni +2 more
exaly
Valuing Credit Derivatives [PDF]
The Journal of Fixed Income, 1995 Eduardo S. Schwartz +1 more
openaire +1 more source
Opportunities and Strategies for Breast Cancer Prevention Through Risk Reduction
Ca-A Cancer Journal for Clinicians, 2008Eleni Linos
exaly