QMF 2007
From FinMath
(List of links)
< QMF 2007The following pages link to QMF 2007:
View (previous 50) (next 50) (20 | 50 | 100 | 250 | 500).- Main Page
- Current events
- Paper:Investment Timing Liquidity and Agency Costs of Debt
- Paper:Adaptive Integration for Multi-factor Portfolio Credit Loss Models
- Paper:Modelling credit-spread dynamics in a hitting-time model
- Paper:A Meshless Collocation Method for Default Barrier Models with General Volatility Structure
- Paper:GEs method for mapping credit risk models output to internal risk ratings
- Image:GEs method for mapping credit risk models output to interal risk ratings.pdf
- Paper:A Second-Order Discretization Scheme for the CIR Process Application to the Heston Model
- Paper:Classifying Corporate Bonds a Simple Approach
- Paper:Default correlation modelling binomial lattices cross entropy and perfect match
- Paper:CDO Approximation in CDO Tranches Pricing via Stein Method
- Paper:Jumps and Recovery rates Inferred from Corporate CDS Premia
- Paper:A Flexible Structural Model for Credit Default Swaps
- Paper:Measuring CDS Rate with Copula-Dependent Default Intensity
- Paper:Filtering and Smoothing for Markov Modulated Compound Poisson Models
- Paper:Nth to default swaps valuation and analysis
- Paper:Pricing CDS Rate for Jump Diffusion Default Intensity Processes
- Paper:Generating Transition Probability Matrices through an Optimization Framework
- Paper:A Structural Model with Unobserved Default Boundary
- Paper:Calculating Marginal Risk Contributions to VAR and ES using Saddlepoint approximation Applications to Infectious Default Model
- Paper:Credit Adjusted Swap
- Conferences
- Credit conferences
