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结果：找到“default risk”相关内容51个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

market capitalization，default risk, 市值，市场化资本率，违约风险：数据+代码
2 个回复 - 936 次查看 market capitalization，default risk, 市值，市场化资本率，违约风险：数据+代码 Mktcap raw data BS liability.zip Code.xlsx input_cap_filename.xlsx input_dp_filename.xlsx input_mktcap_file ...2022-2-4 14:41 - lotus_sss - 现金交易版

Download Measuring and Managing Credit Risk
0 个回复 - 1167 次查看点上面附件图标，上传附件后可设置现金定价 Download a great book on measuring and analyzing the Credit Risk! The authors: ARNAUD DE SERVIGNY OLIVIER RENAULT ...2017-7-21 04:18 - sardor9586 - 现金交易版

Municipal Bond Liquidity and Default Risk
2 个回复 - 1543 次查看 2022-3-26 21:43 - 六月拾光 - 金融工程（数量金融）与金融衍生品

Darrell Duffie的Measure Corporate Risk Default
3 个回复 - 1339 次查看如题，转需，大家共同努力2021-7-7 19:20 - 要做小乖鼠123 - 金融学（理论版）

世界发展银行-The-Impact-of-Oil-Shocks-on-Sovereign-Default-Risk_45页
2 个回复 - 703 次查看世界发展银行-The-Impact-of-Oil-Shocks-on-Sovereign-Default-Risk_45页_1mb2021-2-22 15:36 - wangjx_ - 行业分析报告

CEO power and bank default risk
5 个回复 - 725 次查看【作者(必填)】Searat Ali ， Jamshed Iqbal - 【文题(必填)】CEO power and bank default risk[/backcolor] 【年份(必填)】2019 【全文链接或数据库名称(选填)】2020-6-5 22:11 - lucy20111228 - 求助成功区

Sovereign Default Risk Valuation: Implications of Debt Crises and Bond Restructu
4 个回复 - 441 次查看 Sovereign Default Risk Valuation: Implications of Debt Crises and Bond Restructurings (Lecture Notes in Economics and Mathematical Systems) Author(s): Jochen Andritzky Year: 2006 Language: Eng ...2014-12-3 18:39 - tigerwolf - 管理科学

求助“Modeling Default Risk”文献
3 个回复 - 1019 次查看这篇文献最早是发表在2003年，之后又有修订，现在能找到的链接是这个。所在的数据库是World Scientific，查了一下，浙大，北交，部分学校似乎有该数据库？【作者(必填)】 Peter Crosbie[/backcolor] and Jeff ...2019-12-10 17:21 - LearnerOf - 文献求助专区

Business credit information sharing and default risk of private firms
2 个回复 - 424 次查看【作者(必填)】Maik Dierkes , Carsten Erner a, Thomas Langer a, Lars Norden 【文题(必填)】Business credit information sharing and default risk of private firms 【年份(必填)】Journal of Banking & ...2019-2-22 12:49 - hiderm - 求助成功区

Evaluating borrower’s default risk in peer-to-peer lending: evidence from
1 个回复 - 621 次查看【作者(必填)】X. Lin, X. Li,and Z. Zheng 【文题(必填)】Evaluating borrower’s default risk in peer-to-peer lending: evidence from a lending platform in China 【年份(必填)】Applied Economics, vol ...2018-9-2 08:30 - wlou64 - 求助成功区

Choosing between single and multiple sourcing based on supplier default risk
3 个回复 - 449 次查看【作者(必填)】Nicola Costantino 【文题(必填)】Choosing between single and multiple sourcing based on supplier default risk 【年份(必填)】2010 【全文链接或数据库名称(选填)】2018-6-15 12:28 - sailing3200 - 求助成功区

Capital regulation and insured banks choice of individual loan default risks
4 个回复 - 462 次查看【作者(必填)】Mark J.Flannery[/backcolor] 【文题(必填)】Capital regulation and insured banks choice ofindividual loan default risks 【年份(必填)】Journal of Monetary Economics, Volume 24, Issue 2, S ...2018-5-12 09:48 - greenbean - 求助成功区

Kusuoka, Shigeo (1999), `A remark on default risk models',
2 个回复 - 1518 次查看【题名】： A remark on default risk models 【作者】： Kusuoka, Shigeo 【期刊、会议、单位名称】：Advances in Mathematical Economics 1, 69-82 【年, 卷(期), 起止页码】：1999 Thanks in advance!2011-8-14 00:51 - summerye - 求助成功区

[100元求文献]求A Remark on Default Risk Models
4 个回复 - 1992 次查看求文献：A Remark on Default Risk Models ，作者： Kusuoka,S. 1999这篇文章是在 Advances in Mathematical Economics, Vol. 1, (1999), pp. 69-82 上。我在这个论坛里面看到好几个Advances in Ma ...2009-5-20 21:52 - wanghuimin - 求助成功区

Correlated Default Risks and Bank Regulations
3 个回复 - 499 次查看【作者(必填)】Andrew H. Chen, Nengjiu Ju, Sumon C. Mazumdar, Avinash K. Verma 【文题(必填)】Correlated Default Risks and Bank Regulations 【年份(必填)】2006 【全文链接或数据库名称(选填)】http ...2017-1-16 21:49 - runman - 求助成功区

Conditional Euro Area Sovereign Default Risk
1 个回复 - 617 次查看【作者(必填)】 André Lucas[/backcolor], Bernd Schwaab[/backcolor] & Xin Zhang[/backcolor] 【文题(必填)】 Conditional Euro Area Sovereign Default Risk【年份(必填)】 2014 【全文链接或数据库名称(选 ...2016-12-28 12:44 - internet.hzx - 求助成功区

求Credit Ratings: Methodologies, Rationale, and default risk,70个論壇幣
0 个回复 - 1021 次查看【作者(必填)】 Michael K. Ong 【文题(必填)】信用評等【年份(必填)】2003 【全文链接或数据库名称(选填)】https://www.amazon.com/Credit-Ratings-Methodologies-Rationale-Default/dp/1899332693/ref=p ...2016-10-29 23:42 - angelafresh - 文献求助专区

那位友好的哥哥给弄个文献Adjusting the Binomial Model for Default Risk。感谢
3 个回复 - 871 次查看【作者(必填)】JD Finnerty 【文题(必填)】Adjusting the Binomial Model for Default Risk 【年份(必填)】1999 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/10.3905/jpm.1999.31973 ...2016-9-12 16:40 - cyz19821214 - 求助成功区

Portfolio credit risk with predetermined default orders
3 个回复 - 710 次查看【作者(必填)】 Lian Tanga, Bin Wangb* & Kai-Nan Xianga 【文题(必填)】 Portfolio credit risk with predetermined default orders【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.tandfonli ...2016-4-2 09:42 - internet.hzx - 求助成功区

Commercial Bank Net Interest Margins, Default Risk, Interest-Rate Risk
3 个回复 - 2390 次查看【题名】：Commercial Bank Net Interest Margins, Default Risk, Interest-Rate Risk, and Off-Balance Sheet Banking 【作者】：Lazarus Angbazo 【期刊名称】：Journal of Banking and Finance 【 ...2010-12-28 15:54 - choice17 - 求助成功区

Commercial bank net interest margins, default risk, interest-rate risk, and off-
2 个回复 - 667 次查看【作者(必填)】Lazarus Angbazo 【文题(必填)】Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking 【年份(必填)】1997 【全文链接或数据库名称(选填) ...2015-10-8 17:27 - david80886 - 求助成功区

Default Risk, Liquidity Risk, and Equity Returns: Evidence from the Taiwan Marke
3 个回复 - 980 次查看【作者(必填)】 Che-Min Chen and Han-Hsing Lee[/backcolor] 【文题(必填)】Default Risk, Liquidity Risk, and Equity Returns: Evidence from the Taiwan Market 【年份(必填)】2013 【全文链接或数据库名称 ...2015-2-7 10:44 - siegfriedkirche - 求助成功区

求Measuring Corporate Default Risk
1 个回复 - 837 次查看 Measuring Corporate Default Risk Darrell Duffie2014-2-17 11:49 - kingvern - 悬赏大厅

EFFICIENCY, EQUILIBRIUM, AND ASSET PRICINGWITH RISK OF DEFAULT
0 个回复 - 1568 次查看 EFFICIENCY, EQUILIBRIUM, AND ASSET PRICINGWITH RISK OF DEFAULT2015-9-5 17:26 - caroltocyj - 金融工程（数量金融）与金融衍生品

Default barrier intensity model for credit risk evaluation
1 个回复 - 768 次查看【作者(必填)】【文题(必填)】Default barrier intensity model for credit risk evaluation 【年份(必填)】Statistics & Probability LettersVolume 95, December 2014, Pages 125–131 【全文链接或数据库名 ...2015-1-21 07:06 - ssylzz - 求助成功区

Counterparty risk for CDS: Default clustering effects
1 个回复 - 1074 次查看【作者(必填)】【文题(必填)】Counterparty risk for CDS: Default clustering effects 【年份(必填)】Journal of Banking & FinanceVolume 52, March 2015, Pages 29–42 【全文链接或数据库名称(选填)】http ...2015-1-21 05:28 - ssylzz - 文献求助专区

Counterparty risk for CDS: Default clustering effects
1 个回复 - 1377 次查看【作者(必填)】Lijun Boa, , Agostino Capponib, , 【文题(必填)】Counterparty risk for CDS: Default clustering effects 【年份(必填)】Journal of Banking & FinanceVolume 52, March 2015, Pages 29–42 ...2015-1-21 05:25 - ssylzz - 文献求助专区

Market conditions, default risk and credit spreads 不错打印
2 个回复 - 1156 次查看 Market conditions, default risk and credit spreads 不错打印2012-11-24 21:00 - ditto - 投资人（实务版）

Optimal portfolio and consumption selection with default risk
1 个回复 - 709 次查看【作者(必填)】Bo,Lijun; Wang,Yongjin; Yang,Xuewei 【文题(必填)】Optimal portfolio and consumption selection withdefault risk 【年份(必填)】Front. Math. China 7(2012),no.6, 1019–1042 【全文链接 ...2013-12-19 13:41 - ssylzz - 求助成功区

On the conditional default probability in a regulated market with jump risks
1 个回复 - 826 次查看【作者(必填)】Lijun Boa, Xindan Lib, Yongjin Wangcd & Xuewei Yangb* 【文题(必填)】On the conditional default probability in a regulated market with jump risks 【年份(必填)】24 Jul 2013 【全 ...2013-10-30 12:42 - ssylzz - 求助成功区

currency swaps, financial arbitrage,and default risk
3 个回复 - 1795 次查看 This paperc onstructsa model for measuring the gains realized by both counterparties to a currency swap that takes place in an international market in which financial arbitrage opportunities exist. Co ...2010-8-6 18:20 - chendenghua77 - CFA、CVA、FRM等金融考证论坛

The Pricing of Options with Default Risk
1 个回复 - 667 次查看【作者(必填)】 [*]HERB JOHNSON†, [*]RENÉ STULZ† 【文题(必填)】The Pricing of Options with Default Risk 【年份(必填)】The Journal of FinanceVolume 42, Issue 2, pages 267–2 ...2013-9-13 15:28 - ssylzz - 求助成功区

免費 Credit Derivatives -Trading & Management of Credit & Default Risk
7 个回复 - 1654 次查看 Credit Derivatives: Trading & Management of Credit & Default Risk (Wiley Frontiers in Finance)Satyajit Das Publication Date: March 24, 1998 | ISBN-10: 0471248568 | Edition: 1 Credit Derivat ...2012-11-3 00:08 - martinnyj - 金融学（理论版）

Measuring the Default Risk of Small Business Loans: A Survival Analysis Approach
6 个回复 - 1001 次查看【作者(必填)】Dennis Glennon, Peter Nigro 【文题(必填)】Measuring the Default Risk of Small Business Loans: A Survival Analysis Approach 【年份(必填)】2005 【全文链接或数据库名称(选填)】JSTOR2013-5-10 10:50 - benoit_louis - 求助成功区

Quantifying Credit Risk I: Default Prediction
1 个回复 - 961 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】2013-5-10 10:55 - benoit_louis - 求助成功区

The negative basis - Credit Default Swap contracts and credit risk during the fi
0 个回复 - 877 次查看【作者(必填)】 Matthias Schnare 【文题(必填)】 The negative basis - Credit Default Swap contracts and credit risk during the financial crisis 【年份(必填)】 2011 【全文链接或数据库名称(选填)】ht ...2013-5-5 12:25 - johnzi0128 - 文献求助专区

[下载]Sovereign Default Risk Valuation
1 个回复 - 2794 次查看 Sovereign Default Risk ValuationImplications of Debt Crises and Bond RestructuringsWith 43 Figures and 49 TablesContents1 Introduction . . . . . . . . . . . . . . . . . . . . . . . 11.1 Relevanc ...2009-4-10 18:04 - ching_sen - 金融学（理论版）

文献求助：Variable selection in forecasting models for default risk
2 个回复 - 651 次查看【作者(必填)】Amendola, Alessandra and Restaino, Marialuisa and Sensini, Luca 【文题(必填)】Variable selection in forecasting models for default risk 【年份(必填)】2012，page:11-18, Mathematical ...2013-2-24 15:18 - ssylzz - 求助成功区

谁读过Gregory R .Duffie --------Estimating the Price of Default Risk
0 个回复 - 915 次查看谁读过Gregory R .Duffie --------Estimating the Price of Default Risk（1999），有不明白的地方想请教一下在做信用风险方面的大侠，正在做论文，卡在一个问题上做不下去了，希望能得到一些帮助，急！ ...2013-1-20 10:26 - pxj10628 - 金融工程（数量金融）与金融衍生品

Mergers increase default risk
1 个回复 - 796 次查看【作者(必填)】Craig H. Furfine , Richard J. Rosen 【文题(必填)】Mergers Increase Default Risk 【年份(必填)】Sep 2011 【刊物来源】Journal of Corporate Finance 【页码】Vol.17 ,Issue 4, p832-84 ...2012-9-27 23:31 - 灰色鸟genan - 求助成功区

KMV Portfolio Management of Default Risk
3 个回复 - 3919 次查看 KMV Portfolio Management of Default Risk2009-6-19 14:27 - rich1027 - 金融学（理论版）

(Free) Pricing the Risks of Default
4 个回复 - 1874 次查看 [此贴子已经被作者于2005-5-10 1:33:08编辑过]2005-5-6 01:34 - tanshengxi - 金融学（理论版）

【文献求助】Pricing Convertible Bonds with Default Risk
3 个回复 - 2149 次查看【题名】：Pricing Convertible Bonds with Default Risk 【作者】： Shih-Man Yeh 【期刊、会议、单位名称】： Master's Thesis 【年, 卷(期), 起止页码】：【全文链接】： http://ethesys.yuntech.edu.tw/ ...2011-3-23 21:42 - noddry - 文献求助专区

(感谢应助者)英文文献 "DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS"
1 个回复 - 1328 次查看【题名】： Default Risk Insurance And Incomplete Markets 【作者】：Philippe Artzner1,Freddy Delbaen2 【期刊】：Mathematical Finance 【年, 卷(期), 起止页码】： Volume 5, Issue 3, pages 187–195, ...2011-5-2 00:21 - summerye - 求助成功区

Dependence of defaults and recoveries in structural credit risk models
0 个回复 - 1142 次查看 Dependence of defaults and recoveries in structural credit risk models2011-4-9 10:22 - 析人 - 金融学（理论版）

Default-free和Risk-free
2 个回复 - 7272 次查看弱弱地问一下哈， default free rate 是否包含risk free rate了呢？或者说两者的数量关系是什么呢？我自己的理解是default free rate仅强调无违约，必然高于risk free rate2010-11-28 13:40 - 傅仲孙 - Forum

Moody's modelling default risk
4 个回复 - 2150 次查看 Modelling Default Risk(英文原版） Authors: Peter crosbie, Feff Born 希望对风险建模的朋友有用2010-5-15 18:38 - jimmy0416 - CFA、CVA、FRM等金融考证论坛

《Pricing Options on financial Securities Subject to Default Risk》?
1 个回复 - 1722 次查看请问各位大侠，哪里可以找到这篇文章，谢谢了2009-12-26 20:35 - 杨照国 - 新手入门区

Default Risk of Life Annuity and the Annuity Puzzle
0 个回复 - 1692 次查看 Default Risk of Life Annuity and the Annuity Puzzle2009-12-18 22:29 - fushengbin - 论文版

免費 Pricing the Risks of Default
1 个回复 - 1166 次查看 Pricing the Risks of Default October 1996 by Dilip B. Madan Haluk Unal Abstract: This paper models default risk as composed of arrival and magnitude risks. In our model the two default compo ...2009-11-20 10:53 - martinnyj - 金融学（理论版）

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