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Structural credit risk modelling with Hawkes jump diffusion processes
3 个回复 - 803 次查看【作者(必填)】YongMaa[/backcolor]WeidongXub[/backcolor] 【文题(必填)】 Structural credit risk modelling with Hawkes jump diffusion processes【年份(必填)】2016 【全文链接或数据库名称(选填)】http ...2020-6-7 16:18 - ssylzz - 求助成功区

[感谢10by01]Valuing convertible bonds with credit risk
10 个回复 - 3911 次查看标题：Valuing convertible bonds with credit risk<div>作者：Tsiveriotis, K. and C. Fernandes</div><div>期刊全称或缩写：Journal of Fixed Income</div><div>年份，卷（期），起止页码：19 ...2009-3-27 00:26 - summerye - 求助成功区

A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR Read More
1 个回复 - 755 次查看【作者(必填)】Jianxin Chen, Yong-Wu Zhou 【文题(必填)】A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR[/backcolor] 【年份(必填)】2017 【全文链接或数据库名称(选填)】http ...2017-8-28 08:54 - david398121 - 求助成功区

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All
17 个回复 - 1163 次查看 Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes by Damiano Brigo, Massimo Morini and Andrea Pallavicini English | ISBN: 047074846X | 2013 | 464 pages | PDF ...2014-9-15 07:09 - tigerwolf - 商学院

Pricing black-scholes options with correlated credit risk and jump risk
5 个回复 - 944 次查看【作者(必填)】Weidong Xu, Weijun Xu & Weilin Xiao 【文题(必填)】Pricing black-scholes options with correlated credit risk and jump risk 【年份(必填)】2015 【全文链接或数据库名称(选填)】http:/ ...2015-6-1 13:41 - lipj - 求助成功区

【信贷风险分析】Bio-Inspired Credit Risk Analysis: Comput Intell with SVM
0 个回复 - 1016 次查看 Bio-Inspired Credit Risk Analysis Computational Intelligence with Support Vector Machines Authors: Dr. Lean Yu, Prof. Dr. Shouyang Wang, Prof. Dr. Kin Keung Lai, Dr. Ligang Zhou Presentatio ...2016-10-5 07:27 - cmwei333 - 金融学（理论版）

A Structural Analysis of Credit Risk with Risky Collateral
1 个回复 - 637 次查看【作者(必填)】Cossin, Didier and Tomas Hricko 【文题(必填)】A Structural Analysis of Credit Risk with Risky Collateral: A methodology for haircut determination 【年份(必填)】2003 【全文链接或 ...2016-8-21 14:42 - hnzb - 求助成功区

Pricing black-scholes options with correlated credit risk and jump risk
9 个回复 - 1107 次查看【作者(必填)】 Weidong Xu, Weijun Xu & Weilin Xiao 【文题(必填)】 Pricing black-scholes options with correlated credit risk and jump risk 【年份(必填)】 2015 【全文链接或数据库名称(选填)】 http ...2016-5-14 14:40 - feiyufans - 求助成功区

Portfolio credit risk with predetermined default orders
3 个回复 - 711 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

Pricing Black–Scholes options with correlated interest rate risk and credit ris
2 个回复 - 795 次查看【作者(必填)】Szu-Lang Liaoab* & Hsing-Hua Huangb 【文题(必填)】Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension 【年份(必填)】2005 【全文链接或数据 ...2016-1-31 12:15 - ssylzz - 求助成功区

【学习笔记】Counterparty Credit Risk, Collateral and Funding: With Prici ...
3 个回复 - 882 次查看 Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes. Damiano Brigo 求书，谢谢2020-1-28 12:17 - gausschenxi - Forum

[求助]那位大侠有credit risk modeling with excel and vba 和operational risk modeling with
3 个回复 - 2901 次查看那位大侠有credit risk modeling with excel and vba 和operational risk modeling with excel and vba的随书光盘？由于最近在学习这两本书的内容，突然发现没有光盘，在操作上有困难，希望有的大侠能够上传~~2008-11-7 07:07 - diviny - 金融学（理论版）

Valuing Convertible Bonds with Credit Risk
0 个回复 - 1273 次查看【作者(必填)】 Kostas Tsiveriotis and Chris Fernandes 【文题(必填)】 Valuing Convertible Bonds with Credit Risk【年份(必填)】 1998 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/ ...2017-2-10 09:26 - waterup - 文献求助专区

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Ass
9 个回复 - 5338 次查看 The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this metho ...2014-5-13 20:50 - 大家开心 - Forum

Credit valuation adjustment of cap and floor with counterparty risk: a structura
1 个回复 - 879 次查看【作者(必填)】Lie-Jane Kao 【文题(必填)】Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options 【年份(必填)】2015 【 ...2015-8-17 17:23 - lipj - 求助成功区

Portfolio Credit Risk Modelling With Heavy Tailed Risk Factors (2007).
3 个回复 - 1726 次查看极值分布下的信用资产管理挑战金融理论中最基本的正态分布假设，很具有现实意义与实用价值2009-11-19 17:29 - DEXA - 金融学（理论版）

Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion
3 个回复 - 977 次查看【作者(必填)】Lihui Tian, Guanying Wang, Xingchun Wang and Yongjin Wang 【文题(必填)】Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes 【年份(必填)】2013 ...2015-6-2 12:28 - lipj - 求助成功区

Asset financing with credit risk
5 个回复 - 1294 次查看 This paper develops a model for the unified valuation of all forms of real asset financing, such as bank loans, leases, securitization vehicles, and credit guarantees, secured by assets that generate ...2014-10-28 12:41 - zhaoying33 - 金融学（理论版）

CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION
1 个回复 - 603 次查看【作者(必填)】DONATIEN HAINAUT and CHRISTIAN YANN ROBERT 【文题(必填)】CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION 【年份(必填)】【全文链接或数据库名称(选填)】http: ...2014-10-27 22:21 - ssylzz - 求助成功区

[分享]The Valuation of Convertible Bonds With Credit Risk.pdf
1 个回复 - 3010 次查看 [此贴子已经被作者于2007-4-4 0:29:47编辑过]2007-2-27 08:46 - mxgu - 计量经济学与统计软件

Credit risk evaluation using multi-criteria optimization classifier with kernel
1 个回复 - 937 次查看【作者(必填)】Zhiwang Zhang, Guangxia Gao, Yong Shi, 【文题(必填)】Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors, 【年份(必填 ...2014-3-30 18:22 - wisnnie - 求助成功区

Optimal Growth in Continuous Time with Credit Risk
3 个回复 - 1565 次查看 Optimal Growth in Continuous Time with Credit Risk2009-12-27 23:10 - zengyan1984 - 论文版

求Credit risk classification using Kernel Logistic Regression with optimal para
1 个回复 - 637 次查看 Credit risk classification using Kernel Logistic Regression with optimal parameter Author(s) Rahayu, S.P. ; Dept. of Statistic, Inst. Teknol. Sepuluh Nopember, Surabaya, Indonesia ; Zain, J.M. ; ...2014-2-17 11:20 - kingvern - 求助成功区

A Simple and Precise Method for Pricing Convertible Bond with Credit Risk
2 个回复 - 1144 次查看 A Simple and Precise Method for Pricing Convertible Bond with Credit Risk Tim Xiao Risk Models, BMO Capital Markets February 23, 2014 Journal of Derivatives and Hedge Hunds, Forthcoming ...2014-3-2 09:50 - zhangqiping428 - 金融学（理论版）

Structural Approach of Credit Risk with Jump Diffusion Process: Credit Risk Mode
2 个回复 - 989 次查看【作者(必填)】 Thanh Binh DAO 【文题(必填)】Structural Approach of Credit Risk with Jump Diffusion Process: Credit Risk Models & Application 【年份(必填)】July 6, 2011 【全文链接或数据库名称(选 ...2013-12-6 16:23 - johnzi0128 - 文献求助专区

感谢Credit Risk Evaluation of Power Market Players with Random Forest
2 个回复 - 818 次查看【作者(必填)】Yasushi U,Hiroyuki M. 【文题(必填)】 Credit Risk Evaluation of Power Market Players with Random Forest 【年份(必填)】 2008,128(1). 【全文链接或数据库名称(选填)】 Transactions on Po ...2013-11-23 04:34 - 唐伯小猫 - 求助成功区

Credit Risk Models with Incomplete Information
3 个回复 - 767 次查看【作者(必填)】Xin Guo 【文题(必填)】Credit Risk Models with Incomplete Information 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://mor.journal.informs.org/content/34/2/3202013-6-17 22:37 - 不再后悔 - 求助成功区

Derivative Pricing with Credit Risk
10 个回复 - 2238 次查看我现在论文是关于一种citibank发行的衍生品的定价，根据公式我已经算出来它的theoretical price，但是与导师谈过后，他建议我再算出derivative price with credit risk,并给我相对应公式： W(0)=EXP(-xT)*V(0) W(0 ...2013-4-27 03:46 - sushuiasushui - 金融工程（数量金融）与金融衍生品

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