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Volume 13; Issue 12
Main
Quantitative Finance
Volume 13; Issue 12
Quantitative Finance
Volume 13; Issue 12
1
Forecasting credit ratings with the varying-coefficient model
Hwang, Ruey-Ching
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 522 KB
Your tags:
english, 2013
2
A collateralized loan’s loss under a quadratic Gaussian default intensity process
Yamashita, Satoshi
,
Yoshiba, Toshinao
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 379 KB
Your tags:
english, 2013
3
Credit gap risk in a first passage time model with jumps
Packham, Natalie
,
Schloegl, Lutz
,
Schmidt, Wolfgang M.
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 750 KB
Your tags:
english, 2013
4
Pricing corporate debt with finite maturity and chapter 11 proceedings
Dai, Min
,
Jiang, Lishang
,
Lin, Jianwei
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 460 KB
Your tags:
english, 2013
5
Default probability estimation in small samples—with an application to sovereign bonds
Orth, Walter
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 299 KB
Your tags:
english, 2013
6
On the conditional default probability in a regulated market with jump risk
Bo, Lijun
,
Li, Xindan
,
Wang, Yongjin
,
Yang, Xuewei
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 430 KB
Your tags:
english, 2013
7
On pricing basket credit default swaps
Gu, Jia-Wen
,
Ching, Wai-Ki
,
Siu, Tak-Kuen
,
Zheng, Harry
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 391 KB
Your tags:
english, 2013
8
Interest rates and default in unsecured loan markets
Divino, Jose Angelo
,
Lima, Edna Souza
,
Orrillo, Jaime
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 226 KB
Your tags:
english, 2013
9
Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure
Tassinari, Gian Luca
,
Corradi, Corrado
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 296 KB
Your tags:
english, 2013
10
Measuring marginal risk contributions in credit portfolios
Siller, Thomas
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 860 KB
Your tags:
english, 2013
11
Counterparty Credit Risk
Ghamami, Samim
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 204 KB
Your tags:
english, 2013
12
Modeling of commercial real estate credit risks
Kim, Yong
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 288 KB
Your tags:
english, 2013
13
The impact of different correlation approaches on valuing credit default swaps with counterparty risk
Meissner, Gunter
,
Rooder, Seth
,
Fan, Kristofor
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 448 KB
Your tags:
english, 2013
14
Calendar
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 167 KB
Your tags:
english, 2013
15
Editorial Board
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 185 KB
Your tags:
english, 2013
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