Credit papers
From FinMath
(List of links)
< Credit papersThe following pages link to Credit papers:
View (previous 50) (next 50) (20 | 50 | 100 | 250 | 500).- Main Page
- Credit Papers (redirect page)
- Jean-Pierre Fouque
- Kay Giesecke
- Matthias Scherer
- Rüdiger Frey
- Lisa R. Goldberg
- Ronnie Sircar
- Peter Feldhütter
- Monique Jeanblanc
- Marek Rutkowski
- Giuseppe Di Graziano
- Stéphane Crépey
- Darrell Duffie
- Erhan Bayraktar
- Hayette Gatfaoui
- Credit Pricing/Credit Spreads
- Randomized Merton Model on Credit Spreads
- Valuation and Hedging of Defaultable Game Options in a Hazard Process Model
- Pricing Options on Defaultable Stocks
- Credit Spreads on Corporate Bonds and the Macroeconomy in Japan
- Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
- Chuang Yi
- Alexander Tchernitser
- Tom Bielecki
- Kiyotaka Nakashima
- Makoto Saito
- Hui Chen
- Decomposing Swap Spreads
- The Market Price of Credit Risk
- The Empirical Determinants of Local-Currency-Denominated Corporate Spreads in Emerging Economies: Evidence from South Africa
- Predicting Credit Spreads
- Pricing Corporate Securities under Noisy Asset Information
- David Lando
- Martin Grandes
- Marcel Peter
- C.N.V. Krishnan
- James B. Thomson
- Peter H. Ritchken
- Thorsten Schmidt
- Volatiltiy and Jump Risk Premia in Emerging Market Bonds
- John M. Matovu
- Credit Derivatives and Loan Pricing
- A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS
- Utility-Based Pricing of Defaultable Bonds and Decomposition of Credit Risk
- Corporate Bond Credit Spreads and Forecast Dispersion
- Lars Norden
- Wolf Wagner
- Yunfen Bai
- Xinhua Hu
