Results 271 to 280 of about 175,519 (289)

Credit Derivatives

2016
openaire   +2 more sources

Credit Derivatives

2013
John Hull, Alan White
openaire   +2 more sources

Time-Changed Birth Processes and Multiname Credit Derivatives

Operations Research, 2009
Kay Giesecke
exaly  

Utility valuation of multi-name credit derivatives and application to CDOs

Quantitative Finance, 2010
Thaleia Zariphopoulou
exaly  

Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model

Finance and Stochastics, 2005
Damiano Brigo, Aurélien Alfonsi
exaly  

An inventory model under two levels of trade credit and limited storage space derived without derivatives

Applied Mathematical Modelling, 2006
Yung-Fu Huang
exaly  

The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress

European Journal of Finance, 2011
Sergio Mayordomo, Juan Ignacio Peña, Juan Romo   +2 more
exaly  

PDE approach to valuation and hedging of credit derivatives

Quantitative Finance, 2005
Tomasz R Bielecki, Marek Rutkowski
exaly  

Credit Derivatives

2002
openaire   +1 more source

A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives

Management Science, 2000
exaly