Volume 11; Issue 12

Quantitative Finance

Volume 11; Issue 12
1

Hedging default risks of CDOs in Markovian contagion models

Laurent, J.-P., Cousin, A., Fermanian, J.-D.
Journal:
Quantitative Finance
Year:
2011
Language:
english
File:
PDF, 564 KB
english, 2011
2

Calibrating structural models: a new methodology based on stock and credit default swap data

Forte, Santiago
Journal:
Quantitative Finance
Year:
2011
Language:
english
File:
PDF, 791 KB
english, 2011
3

Calendar

Journal:
Quantitative Finance
Year:
2011
Language:
english
File:
PDF, 647 KB
english, 2011
5

The k th default time distribution and basket default swap pricing

Choe, Geon Ho, Jang, Hyun Jin
Journal:
Quantitative Finance
Year:
2011
Language:
english
File:
PDF, 250 KB
english, 2011
7

Lectures on Financial Mathematics: Discrete Asset Pricing, by G. Anderson and A. Kercheval

Protter, Philip
Journal:
Quantitative Finance
Year:
2011
Language:
english
File:
PDF, 302 KB
english, 2011
11

Flexing the default barrier

Dorfleitner, Gregor, Schneider, Paul, Veža, Tanja
Journal:
Quantitative Finance
Year:
2011
Language:
english
File:
PDF, 639 KB
english, 2011
12

Default risk in interest rate derivatives with stochastic volatility

Kim, Bomi, Kim, Jeong-Hoon
Journal:
Quantitative Finance
Year:
2011
Language:
english
File:
PDF, 380 KB
english, 2011
15

Editorial Board

Journal:
Quantitative Finance
Year:
2011
Language:
english
File:
PDF, 148 KB
english, 2011