Credit coordinate ratings with corresponding credit rating agencies and regulations

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of financial engineering
1. Verfasser: Li, Weiping (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2014
Schlagworte:
Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Design and pricing of derivative contracts in a spectrum market 2015 Gupta, Aparna
Pricing interest rate derivatives with model risk 2015 Hosokawa, Satoshi
The valuation of stochastic insurance liabilities using a structural model approach 2015 Kanno, Masayasu
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty 2015 Yang, Yifan
Pricing method and applications for the farmer's joint liability based on intensity model and Monte Carlo simulation 2015 Pang, Sulin
Comparison of commodity future pricing approaches with cointegration techniques 2015 Stepanek, Christian
Optimal derivative liquidation timing under path-dependent risk penalties 2015 Leung, Tim
Regulatory hypothesis and bank dividend payouts : empirical evidence from Italian banking sector 2015
Evaluating performance and efficiency of Asian banks 2015 Lu, Lung-tan
Affine long term yield curves : an application of the Ramsey rule with progressive utility 2014 El Karoui, Nicole
On the optimal wealth process in a log-normal market : applications to risk management 2014 Monin, Philip
Optimal portfolio formulas for some mean-reverting price models 2014 Stojanovic, Srdjan
Equity-credit modeling under affine jump-diffusion models with jump-to-default 2014 Chung, Tsz Kin
Intercorporate default contagion from industry failures : stress testing on creditee linkage networks of China 2014
Uniqueness of concentration index 2014 Yang, Yimin
Optimal bank management under capital and liquidity constraints 2014 Astic, Fabian
Numerical analysis of rating transition matrix depending on latent macro factor via nonlinear particle filter method 2014 Nakagawa, Hidetoshi
The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network 2014 Ren, Xuemin
First-order calculus and option pricing 2014 Carr, Peter
The economic default time and the arcsine law 2014 Guo, Xin
Alle Artikel auflisten