Modeling Capital Requirements for Operational Risk in Emerging Markets' Banks.
- Published in:
- Decision (0304-0941), 2010, v. 37, n. 1, p. 83
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- Publication type:
- Article
Works matching IS 03040941 AND DT 2010 AND VI 37 AND IP 1
Results: 3
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2
Calibrating Arbitrage Free Implied Volatility Surface with Embedded Put-Call Parity.
- Published in:
- Decision (0304-0941), 2010, v. 37, n. 1, p. 57
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- Publication type:
- Article
3
An Alternate Approach to Determine Single Name CDS Spreads: Natural Extensions of the Merton Model of Corporate Default.
- Published in:
- Decision (0304-0941), 2010, v. 37, n. 1, p. 73
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- Publication type:
- Article