SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Credit: The Complete Guide to Pricing, Hedging and Risk Management
0 references·9 citing·27 second hop
Credit: The Complete Guide to Pricing, Hedging and Risk Management (2001)Credit: The Complete Guide to Pricing, He…Pricing Counterparty Risk at the Trade Level and CVA Allocations (2010)Pricing Counterparty Risk at …Pricing counterparty risk at the trade level and credit valuation adjustment allocations (2010)Pricing counterparty risk at …Counterparty Credit Risk (2010)Counterparty Credit RiskImportance sampling for integrated market and credit portfolio models (2008)Importance sampling for integ…Fast Pricing of Basket Default Swaps (2007)Fast Pricing of Basket Defaul…Hedging of Credit Derivatives in Models with Totally Unexpected Default (2006)Hedging of Credit Derivatives…Counterparty Credit Risk Modeling: Risk Management, Pricing and Regulation. (2005)Counterparty Credit Risk Mode…Modeling and Valuation of Credit Risk (2004)Modeling and Valuation of Cre…Copula sensitivity in collateralized debt obligations and basket default swaps (2003)Copula sensitivity in collate…On Default Correlation (2000)Credit Derivatives Pricing Models (2003)Static models of central counterparty risk (2015)Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures (2018)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)An Introduction to Copulas (1999)Measuring and Optimizing Portfolio Credit Risk: A Copula‐based Approach* (2004)Technological Change, Financial Innovation, and Diffusion in Banking (2009)Financialization of agricultural commodities: Evidence from China (2019)An equilibrium characterization of the term structure (1977)Monte Carlo Methods in Financial Engineering (2003)Basel Committee On Banking Supervision (2010)Integrated bank risk modeling: A bottom-up statistical framework (2013)A Study on Operational Risk and Credit Portfolio Risk Estimation Using Data Analytics* (2020)VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Stochastic Integration and Differential Equations (2005)Credit Risk : Pricing, Measurement, and Management (2003)Exact and Efficient Simulation of Correlated Defaults (2010)On Default Correlation: A Copula Function Approach (1999)Being Two-Faced Over Counterparty Credit Risk (2009)The Pricing of Options and Corporate Liabilities (1973)Continuous Martingales and Brownian Motion (1999)PDE approach to valuation and hedging of credit derivatives (2005)Quadratic Hedging Methods for Defaultable Claims (2007)A cubature based algorithm to solve decoupled McKean–Vlasov forward–backward stochastic differential equations (2015)Interest Rate Models Theory and Practice (2001)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2003Copula sensitivity in collateralized debt obligations and basket default swaps48 cited
  • 2004Modeling and Valuation of Credit Risk43 cited
  • 2010Counterparty Credit Risk37 cited
  • 2007Fast Pricing of Basket Default Swaps36 cited
  • 2008Importance sampling for integrated market and credit portfolio models32 cited
  • 2010Pricing counterparty risk at the trade level and credit valuation adjustment allocations27 cited
  • 2005Counterparty Credit Risk Modeling: Risk Management, Pricing and Regulation.27 cited
  • 2010Pricing Counterparty Risk at the Trade Level and CVA Allocations26 cited
  • 2006Hedging of Credit Derivatives in Models with Totally Unexpected Default24 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work