Combining hazard rates with the CreditGrades model : a hybrid method to value CDS contracts

von Lee, Chih-Wei
Veröffentlicht in International journal of financial engineering (2015)

Integrating market and credit risk using a simplified frailty default correlation structure

von Kuo, Cheng-kun
Veröffentlicht in The journal of fixed income (2007)

A risk-return measure of hedging effectiveness : a simplification

von Kuo, Cheng-kun
Veröffentlicht in The journal of futures markets (1995)

Examining the validity of credit ratings assigned to credit derivatives

von Lee, Chih-Wei
Veröffentlicht in Global credit review (2015)

Evaluation of multi-asset value at risk : evidence from Taiwan

von Wu, Po-cheng
Veröffentlicht in Global journal of business research (2012)

Pricing of payment deferred vulnerable options and its application to vulnerable range accrual notes

von Wu, Po-cheng
Veröffentlicht in The international journal of business and finance research (2012)

A poisson model with common shocks for CDO valuation

von Lee, Chih-Wei
Veröffentlicht in The journal of fixed income (2004)