Add to ORKGThe credit risk is of significant importance in the current financial market. For instance, unlike m...
When a company experiences credit-rating downgrades, its equity inevitably drops by a sizable amount...
We investigated different ways to model the dependence between the credit and other market risk comp...
The article presents a survey of the principal quantitative tools adopted by the major financial ins...
The article presents a survey of the principal quantitative tools adopted by the major financial ins...
The article presents a survey of the principal quantitative tools adopted by the major financial ins...
This thesis consists of three essays that examine various problems in credit derivatives. In the fir...
The aim of this study is to illustrate in detail the Hull and White reduced form model for pricing C...
The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequ...
Many securities are, to a certain extent, subject to credit risk in one way or another. Both the fin...
The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequ...
This article presents a generic model for pricing financial derivatives subject to counterparty cred...
This article presents a generic model for pricing financial derivatives subject to counterparty cred...
The study of credit derivatives is one of the most popular and controversial issues that concerns th...
The credit risk is of significant importance in the current financial market. For instance, unlike m...
The credit risk is of significant importance in the current financial market. For instance, unlike m...
When a company experiences credit-rating downgrades, its equity inevitably drops by a sizable amount...
We investigated different ways to model the dependence between the credit and other market risk comp...
The article presents a survey of the principal quantitative tools adopted by the major financial ins...
The article presents a survey of the principal quantitative tools adopted by the major financial ins...
The article presents a survey of the principal quantitative tools adopted by the major financial ins...
This thesis consists of three essays that examine various problems in credit derivatives. In the fir...
The aim of this study is to illustrate in detail the Hull and White reduced form model for pricing C...
The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequ...
Many securities are, to a certain extent, subject to credit risk in one way or another. Both the fin...
The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequ...
This article presents a generic model for pricing financial derivatives subject to counterparty cred...
This article presents a generic model for pricing financial derivatives subject to counterparty cred...
The study of credit derivatives is one of the most popular and controversial issues that concerns th...
The credit risk is of significant importance in the current financial market. For instance, unlike m...
The credit risk is of significant importance in the current financial market. For instance, unlike m...
When a company experiences credit-rating downgrades, its equity inevitably drops by a sizable amount...
We investigated different ways to model the dependence between the credit and other market risk comp...