Results 51 to 60 of about 1,280,605 (200)
A note on the correlation smile [PDF]
The correct modeling of default dependence is essential for the valuation of multiname credit derivatives. However for the pricing of synthetic CDOs a one-factor Gaussian copula model with constant and equal pairwise correlations, default intensities and
Hager, Svenja, Schöbel, Rainer
core
Improving Multi-Document Summarization through Referenced Flexible Extraction with Credit-Awareness [PDF]
, 2022 Yun-Zhu Song +2 more
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Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model [PDF]
We present a two-factor stochastic default intensity and interest rate model for pricing single-name default swaptions. The specific positive square root processes considered fall in the relatively tractable class of affine jump diffusions while allowing
Damiano Brigo, Naoufel El-Bachir
core
How Stephen Jay Gould wrote Macbeth--Not giving credit where it's due: lazy referencing and ignoring precedence [PDF]
, 2014 Simon R. Leather
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CREDIT RISK ASSESSMENT BY RATING AGENCIES: STANDARDIZATION VERSUS SUBJECTIVITY [PDF]
The development of the international financial market, the globalization of the financial resources and the increase of the world economic insecurity have been accompanied by the exponential rising of the corporate rating after 1980.
Monica Dudian
core
Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest [PDF]
The price of financial derivative with unilateral counterparty credit risk can be expressed as the price of an otherwise risk-free derivative minus a credit value adjustment(CVA) component that can be seen as shorting a call option, which is exercised ...
Bao, Qunfang +3 more
core +1 more source
Credit Line Omitted in Table and Incorrect Reference [PDF]
JAMA: The Journal of the American Medical Association, 1998 openaire +2 more sources
RETRACTED: CREDIT RESTORATION – THE REFERENCE POINT IN ECONOMIC ACTIVITY
Модернизация, инновация, развитие, 2016 Retracted article2010 vital credit market development trends, measures taken to support liquidity of credit organizations, restructuring of doubtful debts of banks are discussed. Results of meetings and round tables with participation of banks and Russian Federation federal and regional governmental bodies held to examine credit market and investment ...
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